The nonlinear-optimization package

[Tags: gpl, library]

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 CM_DESCENT method is implemented.


Properties

Versions0.1, 0.2, 0.3, 0.3.1, 0.3.2, 0.3.3, 0.3.4, 0.3.5, 0.3.5.1, 0.3.5.2, 0.3.6, 0.3.7
Dependenciesbase (>=3 && <5), primitive (==0.2.*), vector (==0.5.*)
LicenseGPL
Copyright(c) 2010 Felipe A. Lessa and William W. Hager
AuthorFelipe A. Lessa (Haskell code), William W. Hager and Hongchao Zhang (CM_DESCENT code).
MaintainerFelipe A. Lessa <felipe.lessa@gmail.com>
Stabilityexperimental
CategoryMath
UploadedSun Feb 28 21:08:21 UTC 2010 by FelipeLessa
Downloads1018 total (68 in last 30 days)
StatusDocs uploaded by user
Build status unknown [no reports yet]

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