Global optimization using Differential Evolution http://yousource.it.jyu.fi/optimization-with-haskell

Latest on Hackage:0.0.2

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MIT licensed by Ville Tirronen
Maintained by ville.tirronen@jyu.fi

Plain Differential Evolution algorithm for optimizing real-valued functions. For further info, see Differential evolution: a practical approach to global optimization By Kenneth V. Price, Rainer M. Storn, and Jouni A. Lampinen.

This Library is optimized and should achieve runtimes with factor of 2 from c. For optimal performance, pay some attention to rts memory parameters.

Example in GHCi:

import Data.Vector.Unboxed as VUB
import Numeric.Optimization.Algorithms.DifferentialEvolution

let fitness = VUB.sum . VUB.map (*2)

de (defaultParams fitness ((VUB.replicate 60 0), (VUB.replicate 60 0)))
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