https://github.com/limix/brent-search
Univariate function optimization based on Brent's method.
https://github.com/limix/brent-search
brent optimization search
Last synced: 2 months ago
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Univariate function optimization based on Brent's method.
- Host: GitHub
- URL: https://github.com/limix/brent-search
- Owner: limix
- License: mit
- Created: 2016-10-25T00:36:02.000Z (over 8 years ago)
- Default Branch: master
- Last Pushed: 2021-05-16T00:23:58.000Z (about 4 years ago)
- Last Synced: 2024-04-25T01:41:38.757Z (about 1 year ago)
- Topics: brent, optimization, search
- Language: Python
- Homepage:
- Size: 92.8 KB
- Stars: 0
- Watchers: 2
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE.md
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README
# brent-search
Brent's method for univariate function optimization.
## Example
```python
from brent_search import brent
def func(x, s):
return (x - s)**2 - 0.8
r = brent(lambda x: func(x, 0), -10, 10)
print(r)
```
The output should be
```python
(0.0, -0.8, 6)
```
## Install
From command line, enter
```bash
pip install brent-search
```
## Authors
* [Danilo Horta](https://github.com/horta)
## Acknowledgements
- http://people.sc.fsu.edu/~jburkardt/c_src/brent/brent.c
- Numerical Recipes 3rd Edition: The Art of Scientific Computing
- https://en.wikipedia.org/wiki/Brent%27s_method
## License
This project is licensed under the [MIT License](https://raw.githubusercontent.com/limix/brent-search/master/LICENSE.md).