readme

README.md

@@ -1,2 +1,46 @@
 # NumericalOptimizationAlgorithms
-Implementation of numerical optimization algorithms
+
+Implementation of nonlinear programming algorithms based on the book [Numerical Optimization](https://link.springer.com/book/10.1007/978-0-387-40065-5). 
+
+Authors: [Xinjie Liu](https://xinjie-liu.github.io/), [Kushagra Gupta](https://github.com/kaugsrha).
+
+## How to Run
+
+* Before running the script, please make sure all the dependencies are properly installed. Most likely you will need to install [JAX](https://jax.readthedocs.io/en/latest/notebooks/quickstart.html). 
+
+* Run the demo script: `python runRosenbrock.py`, this will run 12 unconstrained optimization algorithms on Rosenbrock functions and generate the following plots:
+
+<img src="Rosenbrock_2.png" alt="rosenbrock2" width="500"/>
+
+<img src="Rosenbrock_100.png" alt="rosenbrock100" width="500"/>
+
+## Content
+
+The repository contains the following algorithms from [Numerical Optimization](https://link.springer.com/book/10.1007/978-0-387-40065-5):
+
+### Line Search
+
+* Armijo line search (Chapter 3)
+
+* Wolfe line search (Chapter 3)
+
+### Unconstrained Optimization
+
+* Gradient descent (Chapter 2)
+
+* Modified Newton's method (Chapter 3)
+
+* Newton conjugate gradient (CG) method (Chapter 5)
+
+* Quasi-Newton methods: BFGS, DFP, L-BFGS (limited memory version) (Chapters 6, 7)
+
+### Constrained Optimization
+
+* Active set method (Chapter 16): Note that the active set method is not yet integrated into the same API that the unconstrained optimization algorithms above use. Please call the `qp_solve` method of the `QPSolverActiveSet` class to run it.
+
+## Acknowledgement
+
+This repository is produced from taking the course Nonlinear Programming (ORI 391Q.1, 19100; CSE 393, 62294) by [Professor Raghu Bollapragada](https://sites.google.com/view/raghub/home) at The University of Texas at Austin. The authors thank him for the amazing lectures and discussions. 
+
+
+