nonlinear-optimization

Various iterative algorithms for optimization of nonlinear functions.

Latest on Hackage:0.3.10

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GPL licensed by Felipe A. Lessa (Haskell code), William W. Hager and Hongchao Zhang (CM_DESCENT code).
Maintained by Felipe A. Lessa

This library implements numerical algorithms to optimize nonlinear functions. Optimization means that we try to find a minimum of the function. Currently all algorithms guarantee only that local minima will be found, not global ones.

Almost any continuosly differentiable function f : R^n -> R may be optimized by this library. Any further restrictions are listed in the modules that need them.

We use the vector package to represent vectors and matrices, although it would be possible to use something like hmatrix easily.

Currently only CG_DESCENT method is implemented.

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