https://github.com/sciruby/minimization

Minimization algorithms on pure Ruby
https://github.com/sciruby/minimization

Last synced: about 2 months ago
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Minimization algorithms on pure Ruby

• Host: GitHub
• URL: https://github.com/sciruby/minimization
• Owner: SciRuby
• License: bsd-2-clause
• Fork: true (clbustos/minimization)
• Created: 2013-03-22T23:44:52.000Z (over 11 years ago)
• Default Branch: master
• Last Pushed: 2015-07-25T19:58:14.000Z (about 9 years ago)
• Last Synced: 2024-07-04T09:40:48.872Z (3 months ago)
• Language: Ruby
• Homepage:
• Size: 232 KB
• Stars: 16
• Watchers: 8
• Forks: 6
• Open Issues: 2
• Metadata Files:
  • Readme: README.md
  • Changelog: History.txt
  • License: LICENSE.txt

Awesome Lists containing this project

• awesome-ruby - minimization - Minimization algorithms on pure Ruby. (Scientific)

README

        
= minimization

* http://github.com/clbustos/minimization

== DESCRIPTION:

Minimization algorithms on pure Ruby. 

== FEATURES/PROBLEMS:

Unidimensional:

* Newton-Rahpson (requires first and second derivative)

* Golden Section

* Brent (Port of GSL code)

Multidimensional:

* Fletcher-Reeves (requires first derivative)

* Polak Rebirer (requires first derivative)

* Nelder-Mead

* Powell's method

If you needs speed, use rb-gsl

== SYNOPSIS:

d=Minimization::Brent.new(-1000,20000  , proc {|x| x**2})

d.iterate

puts d.x_minimum

puts d.f_minimum

== REQUIREMENTS:

* Pure Ruby

== INSTALL:

  sudo gem install minimization 

== API:

http://ruby-statsample.rubyforge.org/minimization/

== LICENSE:

BSD 2-clause (See LICENSE.txt)