Optimisation

The section "Optimisation" presents packages for constructing and solving optimisation problems of various complexity levels. These tools are used to create models for linear, nonlinear, integer and constrained programming. The section includes examples of solving problems such as the knapsack problem, transport problem, portfolio optimisation and trajectory control problems, and also supports integration with popular optimisation solvers and the ability to perform sensitivity analysis and dual evaluations.

Tools for solving nonlinear optimisation problems are also described. Various algorithms such as gradient descent, Newton’s method, simulated annealing algorithm and particle swarm methods are supported, making it suitable for complex problems requiring fine tuning of parameters.