Compile and test cgd and nelder mead

_code/extern/CMakeLists.txt

 # Clara
 add_library(clara INTERFACE)
 target_include_directories(clara INTERFACE ${CMAKE_CURRENT_SOURCE_DIR}/clara)
+
+# optimization
+# I should configure the project to place nice as a subproject, but for now I just want headers.
+add_library(optimization INTERFACE)
+target_include_directories(optimization INTERFACE optimization/optimization)
+# should also include Eigen
+target_link_libraries(optimization INTERFACE shared_settings)

_code/notes/diffsim/CMakeLists.txt

@@ -6,4 +6,4 @@ add_executable(nbody
     n_body.cpp
     glut_grapher.cpp
 )
-target_link_libraries(nbody shared_code ${OPENGL_LIBRARIES} ${GLUT_LIBRARY})
+target_link_libraries(nbody shared_code optimization ${OPENGL_LIBRARIES} ${GLUT_LIBRARY})

_code/notes/diffsim/main.cpp

 #include <iostream>
 #include "n_body.h"
 
+#include "optimizers/nelder_mead/nelder_mead.h"
+#include "optimizers/conjugate_gradient_descent/conjugate_gradient_descent.h"
+#include "objectives/rosenbrock.h"
+
 //--------------------------------------------------------------------------------------------------
 GlutGrapher grapher;
 void display() { grapher.display(); }
@@ -64,6 +68,41 @@ struct LaunchObjective {
 
 //--------------------------------------------------------------------------------------------------
 int main() {
+    optimization::Rosenbrock<-1> rosenbrock;
+    optimization::ConjugateGradientDescent<-1> cgd(
+        1e-3,   // gradient threshold
+        -1,     // abs threshold
+        100000, // max evaluations
+        10000   // max iterations
+    );
+    optimization::NelderMead<-1> nelder_mead(
+        10000, // max evaluations
+        1e-6   // relative y tolerance
+    );
+
+    VectorX<Scalar> initial_point;
+    uint32_t const dim = 10;
+    initial_point.resize(dim);
+    initial_point[0] = -1;
+    initial_point[1] = 2;
+    for (uint32_t i = 2; i < dim; ++i) {
+        initial_point[i] = -1;
+    }
+
+    cgd.optimize(rosenbrock, initial_point);
+    std::cout << "n evaluations: " << cgd.n_evaluations() << '\n';
+    std::cout << "n iterations: " << cgd.n_iterations() << '\n';
+    std::cout << "final point: " << cgd.point() << '\n';
+    std::cout << '\n';
+
+    nelder_mead.optimize(rosenbrock, initial_point);
+    std::cout << "n evaluations: " << nelder_mead.n_evaluations() << '\n';
+    std::cout << "final point: " << nelder_mead.point() << '\n';
+    std::cout << '\n';
+
+    return 0;
+
+
     LaunchObjective objective;
 
     VectorX<Scalar> satellite_velocity;