nonlinear-optimization: Various iterative algorithms for optimization of nonlinear functions.
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.
If you want to use automatic differentiation to avoid hand-writing gradient functions, you can use nonlinear-optimization-ad package or nonlinear-optimization-backprop package.
Flags
Automatic Flags
Name | Description | Default |
---|---|---|
debug | Enable some debug statements. | Disabled |
Use -f <flag> to enable a flag, or -f -<flag> to disable that flag. More info
Downloads
- nonlinear-optimization-0.3.12.1.tar.gz [browse] (Cabal source package)
- Package description (as included in the package)
Maintainer's Corner
For package maintainers and hackage trustees
Candidates
- No Candidates
Versions [RSS] | 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, 0.3.8, 0.3.9, 0.3.10, 0.3.11, 0.3.12, 0.3.12.1 |
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Dependencies | base (>=3 && <5), primitive (>=0.2 && <0.8), vector (>=0.5 && <=0.13) [details] |
Tested with | ghc >=0 |
License | LicenseRef-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> |
Category | Math |
Home page | https://github.com/meteficha/nonlinear-optimization |
Bug tracker | https://github.com/meteficha/nonlinear-optimization/issues |
Source repo | head: git clone https://github.com/meteficha/nonlinear-optimization |
Uploaded | by FelipeLessa at 2020-03-01T13:29:42Z |
Distributions | |
Reverse Dependencies | 9 direct, 4 indirect [details] |
Downloads | 12889 total (24 in the last 30 days) |
Rating | (no votes yet) [estimated by Bayesian average] |
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Status | Docs available [build log] Last success reported on 2020-03-01 [all 1 reports] |