:orphan:

.. _Numerical methods:

Numerical methods
=================



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General methods
---------------



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  .. image:: /auto_numerical_methods/general_methods/images/thumb/sphx_glr_plot_combinatorial_generator_thumb.png
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  :doc:`/auto_numerical_methods/general_methods/plot_combinatorial_generator`

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      <div class="sphx-glr-thumbnail-title">Combinatorial generators</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Random generator parametrization">

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  .. image:: /auto_numerical_methods/general_methods/images/thumb/sphx_glr_plot_random_generator_thumb.png
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  :doc:`/auto_numerical_methods/general_methods/plot_random_generator`

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      <div class="sphx-glr-thumbnail-title">Random generator parametrization</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="There are several possible ways to achieve this:">

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  .. image:: /auto_numerical_methods/general_methods/images/thumb/sphx_glr_plot_study_save_load_thumb.png
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  :doc:`/auto_numerical_methods/general_methods/plot_study_save_load`

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      <div class="sphx-glr-thumbnail-title">Save/load a study</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Integrate a function with Gauss-Kronrod algorithm">

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  .. image:: /auto_numerical_methods/general_methods/images/thumb/sphx_glr_plot_estimate_integral_Gauss_Kronrod_thumb.svg
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  :doc:`/auto_numerical_methods/general_methods/plot_estimate_integral_Gauss_Kronrod`

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      <div class="sphx-glr-thumbnail-title">Integrate a function with Gauss-Kronrod algorithm</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Estimate a multivariate integral with IteratedQuadrature">

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  .. image:: /auto_numerical_methods/general_methods/images/thumb/sphx_glr_plot_estimate_integral_iterated_quadrature_thumb.svg
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  :doc:`/auto_numerical_methods/general_methods/plot_estimate_integral_iterated_quadrature`

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      <div class="sphx-glr-thumbnail-title">Estimate a multivariate integral with IteratedQuadrature</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Iterated Functions System">

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  .. image:: /auto_numerical_methods/general_methods/images/thumb/sphx_glr_plot_ifs_thumb.svg
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  :doc:`/auto_numerical_methods/general_methods/plot_ifs`

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      <div class="sphx-glr-thumbnail-title">Iterated Functions System</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Compute leave-one-out error of a polynomial chaos expansion">

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  .. image:: /auto_numerical_methods/general_methods/images/thumb/sphx_glr_plot_pce_design_thumb.svg
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  :doc:`/auto_numerical_methods/general_methods/plot_pce_design`

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      <div class="sphx-glr-thumbnail-title">Compute leave-one-out error of a polynomial chaos expansion</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Compute confidence intervals of a regression model from data">

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  .. image:: /auto_numerical_methods/general_methods/images/thumb/sphx_glr_plot_regression_interval_thumb.svg
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  :doc:`/auto_numerical_methods/general_methods/plot_regression_interval`

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      <div class="sphx-glr-thumbnail-title">Compute confidence intervals of a regression model from data</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Compute confidence intervals of a univariate noisy function">

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  .. image:: /auto_numerical_methods/general_methods/images/thumb/sphx_glr_plot_regression_sinus_thumb.svg
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  :doc:`/auto_numerical_methods/general_methods/plot_regression_sinus`

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      <div class="sphx-glr-thumbnail-title">Compute confidence intervals of a univariate noisy function</div>
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Optimization
------------



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    <div class="sphx-glr-thumbcontainer" tooltip="Mix/max search and sensitivity from design">

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  .. image:: /auto_numerical_methods/optimization/images/thumb/sphx_glr_plot_minmax_by_random_design_thumb.png
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  :doc:`/auto_numerical_methods/optimization/plot_minmax_by_random_design`

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      <div class="sphx-glr-thumbnail-title">Mix/max search and sensitivity from design</div>
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  :doc:`/auto_numerical_methods/optimization/plot_optimization_highs`

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      <div class="sphx-glr-thumbnail-title">Optimization using HiGHS solver</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Optimization with constraints">

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  :doc:`/auto_numerical_methods/optimization/plot_optimization_constraints`

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      <div class="sphx-glr-thumbnail-title">Optimization with constraints</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Optimization using NLopt">

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  .. image:: /auto_numerical_methods/optimization/images/thumb/sphx_glr_plot_optimization_nlopt_thumb.svg
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  :doc:`/auto_numerical_methods/optimization/plot_optimization_nlopt`

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      <div class="sphx-glr-thumbnail-title">Optimization using NLopt</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Mix/max search using optimization">

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  .. image:: /auto_numerical_methods/optimization/images/thumb/sphx_glr_plot_minmax_optimization_thumb.png
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  :doc:`/auto_numerical_methods/optimization/plot_minmax_optimization`

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      <div class="sphx-glr-thumbnail-title">Mix/max search using optimization</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Control algorithm termination">

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  .. image:: /auto_numerical_methods/optimization/images/thumb/sphx_glr_plot_control_termination_thumb.png
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  :doc:`/auto_numerical_methods/optimization/plot_control_termination`

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      <div class="sphx-glr-thumbnail-title">Control algorithm termination</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Optimization using bonmin">

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  .. image:: /auto_numerical_methods/optimization/images/thumb/sphx_glr_plot_optimization_bonmin_thumb.png
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  :doc:`/auto_numerical_methods/optimization/plot_optimization_bonmin`

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      <div class="sphx-glr-thumbnail-title">Optimization using bonmin</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Multi-objective optimization using Pagmo">

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  .. image:: /auto_numerical_methods/optimization/images/thumb/sphx_glr_plot_optimization_pagmo_thumb.svg
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  :doc:`/auto_numerical_methods/optimization/plot_optimization_pagmo`

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      <div class="sphx-glr-thumbnail-title">Multi-objective optimization using Pagmo</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Quick start guide to optimization">

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  .. image:: /auto_numerical_methods/optimization/images/thumb/sphx_glr_plot_optimization_rosenbrock_thumb.svg
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  :doc:`/auto_numerical_methods/optimization/plot_optimization_rosenbrock`

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      <div class="sphx-glr-thumbnail-title">Quick start guide to optimization</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Optimization of the Rastrigin test function">

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  .. image:: /auto_numerical_methods/optimization/images/thumb/sphx_glr_plot_optimization_rastrigin_thumb.svg
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  :doc:`/auto_numerical_methods/optimization/plot_optimization_rastrigin`

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      <div class="sphx-glr-thumbnail-title">Optimization of the Rastrigin test function</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Optimization using dlib">

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  .. image:: /auto_numerical_methods/optimization/images/thumb/sphx_glr_plot_optimization_dlib_thumb.svg
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  :doc:`/auto_numerical_methods/optimization/plot_optimization_dlib`

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      <div class="sphx-glr-thumbnail-title">Optimization using dlib</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="EfficientGlobalOptimization examples">

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  .. image:: /auto_numerical_methods/optimization/images/thumb/sphx_glr_plot_ego_thumb.svg
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  :doc:`/auto_numerical_methods/optimization/plot_ego`

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      <div class="sphx-glr-thumbnail-title">EfficientGlobalOptimization examples</div>
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Iterative statistics
--------------------



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  .. image:: /auto_numerical_methods/iterative_statistics/images/thumb/sphx_glr_plot_iterative_moments_thumb.svg
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  :doc:`/auto_numerical_methods/iterative_statistics/plot_iterative_moments`

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      <div class="sphx-glr-thumbnail-title">Estimate moments iteratively</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Estimate extrema iteratively">

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  .. image:: /auto_numerical_methods/iterative_statistics/images/thumb/sphx_glr_plot_iterative_extrema_thumb.svg
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  :doc:`/auto_numerical_methods/iterative_statistics/plot_iterative_extrema`

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      <div class="sphx-glr-thumbnail-title">Estimate extrema iteratively</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Estimate threshold exceedance iteratively">

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  .. image:: /auto_numerical_methods/iterative_statistics/images/thumb/sphx_glr_plot_iterative_threshold_thumb.svg
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  :doc:`/auto_numerical_methods/iterative_statistics/plot_iterative_threshold`

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      <div class="sphx-glr-thumbnail-title">Estimate threshold exceedance iteratively</div>
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.. toctree::
   :hidden:
   :includehidden:


   /auto_numerical_methods/general_methods/index.rst
   /auto_numerical_methods/optimization/index.rst
   /auto_numerical_methods/iterative_statistics/index.rst