The nonlinear-optimization package
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.
Properties
| Versions | 0.1, 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 |
|---|---|
| Dependencies | base (≥3 & <5), primitive (≥0.2 & <0.5), vector (≥0.5 & <0.10) |
| License | GPL |
| Copyright | (c) 2010-2011 Felipe A. Lessa and William W. Hager |
| Author | Felipe A. Lessa (Haskell code), William W. Hager and Hongchao Zhang (CM_DESCENT code). |
| Maintainer | Felipe A. Lessa <felipe.lessa@gmail.com> |
| Stability | experimental |
| Category | Math |
| Source repository | darcs get http://patch-tag.com/r/felipe/nonlinear-optimization |
| Upload date | Tue Jan 24 19:42:18 UTC 2012 |
| Uploaded by | FelipeLessa |
| Built on | ghc-7.2 |
Modules
- Numeric
- Optimization
Downloads
- nonlinear-optimization-0.3.5.2.tar.gz (Cabal source package)
- package description (included in the package)