Global optimization using Differential Evolution http://yousource.it.jyu.fi/optimization-with-haskell
|Latest on Hackage:||0.0.2|
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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)))