nonlinear-optimization

Version 0.2 revision 0 uploaded 2010-02-28T21:12:50.000Z by FelipeLessa.

Package meta

Synopsis

Various iterative algorithms for optimization of nonlinear functions.

Description

This library implements numerical algorithms to optimize nonlinear functions. Optimization means that we try to find a minimum of the function. Currently all algorithms guarantee only that local minima will be found, not global ones.

Almost any continuosly differentiable function f : R^n -> R may be optimized by this library. Any further restrictions are listed in the modules that need them.

We use the vector package to represent vectors and matrices, although it would be possible to use something like hmatrix easily.

Currently only CM_DESCENT method is implemented.

Author

Felipe A. Lessa (Haskell code), William W. Hager and Hongchao Zhang (CM_DESCENT code).

Bug reports

n/a

Category

Math

Copyright

(c) 2010 Felipe A. Lessa and William W. Hager

Homepage

n/a

Maintainer

Felipe A. Lessa <felipe.lessa@gmail.com>

Package URL

n/a

Stability

experimental

Components

• lib:nonlinear-optimization