The latest version of nonlinear-optimization is 0.3.12.1-0.
nonlinear-optimization
Version 0.3.4 revision 0 uploaded 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 likehmatrix
easily.Currently only CG_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