The optimization package

[Tags:bsd3, library]

These are a set of implementations of various numerical optimization methods in Haskell. Note that these implementations were originally written as part of a class project; while at one point they worked no attention has been given to numerical stability or the many other potential difficulties of implementing robust numerical methods. That being said, they should serve to succinctly illustrate a number of optimization techniques from the modern optimization literature.

Those seeking a high-level overview of some of these methods are referred to Stephen Wright's excellent tutorial from NIPS 2010 http://videolectures.net/nips2010_wright_oaml/. A deeper introduction can be found in Boyd and Vandenberghe's *Complex Optimization* which available freely online.


[Skip to Readme]

Properties

Versions 0.1, 0.1.1, 0.1.2, 0.1.3, 0.1.4, 0.1.5, 0.1.6, 0.1.7
Change log CHANGELOG.markdown
Dependencies ad (>=3.4 && <4.0), base (>=4.4 && <5), distributive (==0.3.*), linear (>=1.0 && <2.0), semigroupoids (>=3.0 && <4.0), vector (>=0.10 && <1.0) [details]
License BSD3
Copyright Copyright (C) 2013 Ben Gamari
Author Ben Gamari
Maintainer Ben Gamari <bgamari@gmail.com>
Stability experimental
Category Math
Home page http://github.com/bgamari/optimization
Bug tracker http://github.com/bgamari/optimization/issues
Source repository head: git clone git://github.com/bgamari/optimization.git
Uploaded Mon Oct 14 02:43:35 UTC 2013 by BenGamari
Distributions NixOS:0.1.7
Downloads 1218 total (18 in the last 30 days)
Votes
0 []
Status Docs available [build log]
Successful builds reported [all 1 reports]

Modules

[Index]

Downloads

Maintainer's Corner

For package maintainers and hackage trustees

Readme for optimization

Readme for optimization-0.1.2

optimization

These are a set of implementations of various numerical optimization methods in Haskell. Note that these implementations were originally written as part of a class project; while at one point they worked no attention has been given to numerical stability or the many other potential difficulties of implementing robust numerical methods. That being said, they should serve to succinctly illustrate a number of optimization techniques from the modern optimization literature.

Those seeking a high-level overview of some of these methods are referred to Stephen Wright's excellent tutorial from NIPS

  1. A deeper introduction can be found in Boyd and Vandenberghe's Complex Optimization which available freely online.

Contact Information

Contributions and bug reports are welcome!

Please feel free to contact me through github or on the #haskell IRC channel on irc.freenode.net.

  • Ben Gamari