Non convex optimization solver

  • For convex functions, the global minimum is unique and any local minimum is also the global minimum.
    However, for non-convex functions, the situation is different.
    A non-convex function can have multiple local minima, which are points where the function reaches a low value but may not be the lowest value globally.
Mar 3, 2016I had to perform a non-convex optimization recently. I used the L-BFGS method from scipy.optimize. It worked well enough for my purposes. You  Python non convex optimization - Stack OverflowMinimizing non-convex function with linear constraint and bound in Optimization problem with non-convex function using Scipy. Not Non convex quadratic optimization solvers in python - Stack OverflowMore results from stackoverflow.com
Convex problems can be solved efficiently up to very large size. A non-convex optimization problem is any problem where the objective or any of the constraints 

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C++ convex optimization solver
Convex optimization problem solve
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