Various iterative algorithms for optimization of nonlinear functions.
|Latest on Hackage:||0.3.11|
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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
Currently only CG_DESCENT method is implemented.