Discussing the article: "ALGLIB library optimization methods (Part II)"

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Check out the new article: ALGLIB library optimization methods (Part II).

In this article, we will continue to study the remaining optimization methods from the ALGLIB library, paying special attention to their testing on complex multidimensional functions. This will allow us not only to evaluate the efficiency of each algorithm, but also to identify their strengths and weaknesses in different conditions.

In the first part of our research concerning ALGLIB library optimization algorithms in MetaTrader 5 standard delivery, we thoroughly examined the following algorithms: BLEIC (Boundary, Linear Equality-Inequality Constraints), L-BFGS (Limited-memory Broyden–Fletcher–Goldfarb–Shanno) and NS (Nonsmooth Nonconvex Optimization Subject to box/linear/nonlinear - Nonsmooth Constraints). We not only looked at their theoretical foundations, but also discussed a simple way to apply them to optimization problems.

In this article, we will continue to explore the remaining methods in the ALGLIB arsenal. Particular attention will be paid to testing them on complex multidimensional functions, which will allow us to form a holistic view of each method efficiency. In conclusion, we will conduct a comprehensive analysis of the results obtained and present practical recommendations for choosing the optimal algorithm for specific types of tasks.


Author: Andrey Dik

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