Optimization Solvers

An optimization solver is an algorithm to solve an optimization problem, that is, to find the maximum or minimum of an objective function in the presence of constraints on its variables. In oneDAL the optimization solver represents the interface of algorithms that search for the argument \(\theta_{*}\) that minimizes the function \(K(\theta)\):

\[\theta_{*} = \text{argmin}_{\theta \in \Theta} K(\theta)\]