An open API service indexing awesome lists of open source software.

https://github.com/mattools/optim-utils

Some utility functions for working on optimization algorithms
https://github.com/mattools/optim-utils

Last synced: 9 months ago
JSON representation

Some utility functions for working on optimization algorithms

Awesome Lists containing this project

README

          

# optim-utils
Some utility functions for working on optimization algorithms

This pacage contains some functions for testing optiization algorithms not implemented within
the Matlab optimiastion toolbox.

One-dimensional minimisation
---
* **brentLineSearch** - Brent algorithm for line search
* **goldenLineSearch** - Minimum of a function using golden section search
* **fMinBracket** - Routine for initially bracketing the minimum of a function

Multidimensional minimisation
---
* **lineSearchND** - Multidimensional line search
* **directionSetMinimizer** - One-line description here, please.

Example test functions
---
* **rosenbrock** - Rosenbrock function ("banana-like") of two variables
* **himmelblau** - Test function of two variables with 4 local minima