optimize

package module

Go to main page

Versions in this module

v0

v0.5.0

Nov 1, 2026

Changes in this version

+ const QPInaccurate

+ const QPInfeasible

+ const QPIterLimit

+ const QPNonConvex

+ const QPNumericalFail

+ const QPOptimal

+ const QPUnbounded

+ type QPConstraints struct

+ AEq *ndarray.Array

+ ASparse *sparse.CSC[float64]

+ AUb *ndarray.Array

+ BEq *ndarray.Array

+ BUb *ndarray.Array

+ Bounds []Bound

+ L []float64

+ Linear []LinearConstraint

+ U []float64

+ type QPMethod string

+ const QPADMM

+ const QPActiveSet

+ const QPAuto

+ type QPOptions struct

+ AdaptiveRhoInterval int

+ Alpha float64

+ CheckInterval int

+ EpsAbs float64

+ EpsDualInf float64

+ EpsPrimInf float64

+ EpsRel float64

+ FeasTol float64

+ MaxIter int

+ Method QPMethod

+ NoDualGapCheck bool

+ Polish bool

+ PolishDelta float64

+ PolishRefine int

+ Rho float64

+ ScalingIter int

+ Sigma float64

+ WorkingSet []int

+ X0 []float64

+ Y0 []float64

+ type QPProblem struct

+ Cons QPConstraints

+ P *ndarray.Array

+ PSparse *sparse.CSC[float64]

+ Q []float64

+ type QPResult struct

+ ActiveSet []int

+ ConstrViolation float64

+ DualCert []float64

+ DualityGap float64

+ EqLin LPDual

+ Fun float64

+ IneqLin LPDual

+ Linear LPDual

+ Lower LPDual

+ Message string

+ Method QPMethod

+ Nit int

+ Optimality float64

+ Polished bool

+ PrimalCert []float64

+ RhoUpdates int

+ Sparse LPDual

+ Status int

+ Success bool

+ Upper LPDual

+ X []float64

+ Y []float64

+ func Quadprog(p QPProblem, opts *QPOptions) (*QPResult, error)

+ type QPSolver struct

+ func NewQPSolver(p QPProblem, opts *QPOptions) (*QPSolver, error)

+ func (s *QPSolver) Solve() (*QPResult, error)

+ func (s *QPSolver) UpdateBounds(l, u []float64) error

+ func (s *QPSolver) UpdateMatrixValues(p, a []float64) error

+ func (s *QPSolver) UpdateQ(q []float64) error

+ func (s *QPSolver) WarmStart(x, y []float64) error

v0.4.1

Oct 31, 2026

v0.4.0

Oct 31, 2026

Changes in this version

type Method

+ const TrustConstr

type Options

+ BarrierTol float64

+ InitialBarrierParameter float64

+ InitialBarrierTolerance float64

+ InitialConstrPenalty float64

+ InitialTrRadius float64

type Result

+ ConstrViolation float64

+ Optimality float64

v0.3.1

Oct 30, 2026

v0.3.0

Oct 30, 2026

Changes in this version

+ type Constraint struct

+ Func func(x, c []float64)

+ Jac func(x, jac []float64)

+ Kind ConstraintKind

+ M int

+ type ConstraintKind int

+ const Eq

+ const Ineq

+ type ConstraintSpec interface

+ type LinearConstraint struct

+ A *ndarray.Array

+ Lb []float64

+ Ub []float64

type Method

+ const SLSQP

+ type NonlinearConstraint struct

+ Func func(x, c []float64)

+ Jac func(x, jac []float64)

+ Lb []float64

+ M int

+ Ub []float64

type Options

+ Constraints []ConstraintSpec

type Result

+ Multipliers []float64

v0.2.0

Oct 17, 2026

v0.1.0

Oct 10, 2026

Changes in this version

+ const FlagConvErr

+ const FlagConverged

+ const FlagSignErr

+ const LPInfeasible

+ const LPIterLimit

+ const LPNumericalFail

+ const LPOptimal

+ const LPUnbounded

+ var ErrBounds = errors.New("optimize: invalid bounds")

+ var ErrBracket = errors.New("optimize: f(a) and f(b) must have different signs")

+ var ErrDimension = errors.New("optimize: dimension mismatch")

+ var ErrInput = errors.New("optimize: invalid input")

+ var ErrMethod = errors.New("optimize: unknown method")

+ var ErrNotConverged = errors.New("optimize: optimal parameters not found")

+ func ApproxFprime(f func([]float64) float64, x []float64, epsilon float64) []float64

+ func Bracket(f func(float64) float64, xa, xb float64) (x [3]float64, fx [3]float64, nfev int, err error)

+ func CheckGrad(f func([]float64) float64, grad func(x, g []float64), x []float64, ...) float64

+ type Bound struct

+ Hi float64

+ Lo float64

+ func Unbounded() Bound

+ type BracketError struct

+ Fa float64

+ Fb float64

+ Fc float64

+ Msg string

+ Nfev int

+ Xa float64

+ Xb float64

+ Xc float64

+ func (e *BracketError) Error() string

+ type BracketOptions struct

+ MaxIter int

+ Rtol float64

+ Xtol float64

+ type BruteOptions struct

+ Finish Method

+ FinishOptions *Options

+ NoFinish bool

+ Ns int

+ Workers int

+ type BruteResult struct

+ Axes [][]float64

+ Fun float64

+ Jout []float64

+ Success bool

+ X []float64

+ func Brute(f func([]float64) float64, ranges []Range, o *BruteOptions) (*BruteResult, error)

+ type CurveFitOptions struct

+ AbsoluteSigma bool

+ Bounds []Bound

+ FScale float64

+ Ftol float64

+ Gtol float64

+ Loss Loss

+ MaxFev int

+ Method LSMethod

+ Sigma *ndarray.Array

+ Workers int

+ Xtol float64

+ type CurveFitResult struct

+ CovOK bool

+ Fvec []float64

+ Message string

+ Nfev int

+ Pcov []float64

+ Popt []float64

+ Status int

+ func CurveFit(f func(x float64, p []float64) float64, xdata, ydata *ndarray.Array, ...) (*CurveFitResult, error)

+ func CurveFitModel(model Model, xdata, ydata *ndarray.Array, p0 []float64, o *CurveFitOptions) (*CurveFitResult, error)

+ func (r *CurveFitResult) PcovArray() *ndarray.Array

+ func (r *CurveFitResult) Perr() []float64

+ func (r *CurveFitResult) PoptArray() *ndarray.Array

+ type FDMethod int

+ const FD2Point

+ const FD3Point

+ type LPConstraints struct

+ AEq *ndarray.Array

+ AUb *ndarray.Array

+ BEq *ndarray.Array

+ BUb *ndarray.Array

+ Bounds []Bound

+ type LPDual struct

+ Marginals []float64

+ Residual []float64

+ type LPMethod string

+ const LPInteriorPoint

+ const LPSimplex

+ type LPOptions struct

+ MaxIter int

+ Method LPMethod

+ NoPresolve bool

+ Tol float64

+ type LPResult struct

+ Con []float64

+ EqLin LPDual

+ Fun float64

+ IneqLin LPDual

+ Lower LPDual

+ Message string

+ Nit int

+ Slack []float64

+ Status int

+ Success bool

+ Upper LPDual

+ X []float64

+ func Linprog(c []float64, cons LPConstraints, opts *LPOptions) (*LPResult, error)

+ func (r *LPResult) XArray() *ndarray.Array

+ type LSMethod string

+ const LM

+ const TRF

+ type LSOptions struct

+ Bounds []Bound

+ DiffStep float64

+ FDMethod FDMethod

+ FScale float64

+ Ftol float64

+ Gtol float64

+ Loss Loss

+ MaxNfev int

+ XScale []float64

+ XScaleJac bool

+ Xtol float64

+ type LSProblem struct

+ Func func(x, f []float64)

+ Jac func(x, jac []float64)

+ M int

+ type LSResult struct

+ ActiveMask []int

+ Cost float64

+ Fun []float64

+ Grad []float64

+ Jac []float64

+ Message string

+ Nfev int

+ Njev int

+ Optimality float64

+ Status int

+ Success bool

+ X []float64

+ func LeastSquares(p LSProblem, x0 []float64, method LSMethod, opts *LSOptions) (*LSResult, error)

+ func (r *LSResult) JacArray() *ndarray.Array

+ func (r *LSResult) XArray() *ndarray.Array

+ type LeastsqOptions struct

+ Diag []float64

+ Epsfcn float64

+ Factor float64

+ Ftol float64

+ Gtol float64

+ Maxfev int

+ Xtol float64

+ type LeastsqResult struct

+ CovX []float64

+ Fjac []float64

+ Fvec []float64

+ Ier int

+ Ipvt []int

+ Mesg string

+ Nfev int

+ Njev int

+ Qtf []float64

+ X []float64

+ func Leastsq(p LSProblem, x0 []float64, opts *LeastsqOptions) (*LeastsqResult, error)

+ func (r *LeastsqResult) CovXArray() *ndarray.Array

+ func (r *LeastsqResult) FjacArray() *ndarray.Array

+ func (r *LeastsqResult) Success() bool

+ func (r *LeastsqResult) XArray() *ndarray.Array

+ type Loss string

+ const LossArctan

+ const LossCauchy

+ const LossHuber

+ const LossLinear

+ const LossSoftL1

+ type Method string

+ const BFGS

+ const CG

+ const LBFGSB

+ const NelderMead

+ const NewtonCG

+ const Powell

+ type Model struct

+ F func(x, p []float64) float64

+ Grad func(x, p, grad []float64)

+ type NewtonOptions struct

+ Fprime func(float64) float64

+ Fprime2 func(float64) float64

+ MaxIter int

+ Rtol float64

+ Tol float64

+ X1 float64

+ X1Set bool

+ type Options struct

+ Adaptive bool

+ Bounds []Bound

+ C1 float64

+ C2 float64

+ Callback func(x []float64, f float64) (stop bool)

+ Direc [][]float64

+ Eps float64

+ FDMethod FDMethod

+ Fatol float64

+ FiniteDiffRelStep float64

+ Ftol float64

+ Gtol float64

+ HessInv0 []float64

+ InitialSimplex [][]float64

+ M int

+ MaxFev int

+ MaxIter int

+ MaxLS int

+ Norm float64

+ Tol float64

+ XRtol float64

+ Xatol float64

+ Xtol float64

+ type Problem struct

+ Func func(x []float64) float64

+ FuncGrad func(x, grad []float64) float64

+ Grad func(x, grad []float64)

+ Hess func(x, hess []float64)

+ HessP func(x, p, hp []float64)

+ type Range struct

+ Hi float64

+ Lo float64

+ Step float64

+ type Result struct

+ Fun float64

+ HessInv []float64

+ Jac []float64

+ Message string

+ Nfev int

+ Nhev int

+ Nit int

+ Njev int

+ Status int

+ Success bool

+ X []float64

+ func Minimize(p Problem, x0 []float64, method Method, opts *Options) (*Result, error)

+ func (r *Result) HessInvArray() *ndarray.Array

+ func (r *Result) XArray() *ndarray.Array

+ type RootOptions struct

+ Diag []float64

+ Eps float64

+ Factor float64

+ Maxfev int

+ Xtol float64

+ type RootResult struct

+ Fjac []float64

+ Fun []float64

+ Message string

+ Nfev int

+ Njev int

+ Qtf []float64

+ R []float64

+ Status int

+ Success bool

+ X []float64

+ func Fsolve(p SystemProblem, x0 []float64, opts *RootOptions) (*RootResult, error)

+ func Root(p SystemProblem, x0 []float64, opts *RootOptions) (*RootResult, error)

+ func (r *RootResult) FjacArray() *ndarray.Array

+ func (r *RootResult) XArray() *ndarray.Array

+ type RootScalarOptions struct

+ Bracket []float64

+ Fprime func(float64) float64

+ Fprime2 func(float64) float64

+ MaxIter int

+ Rtol float64

+ X0 float64

+ X0Set bool

+ X1 float64

+ X1Set bool

+ Xtol float64

+ type RootScalarResult struct

+ Converged bool

+ Flag string

+ FunctionCalls int

+ Iterations int

+ Method string

+ Root float64

+ func Bisect(f func(float64) float64, a, b float64, o *BracketOptions) (*RootScalarResult, error)

+ func Brenth(f func(float64) float64, a, b float64, o *BracketOptions) (*RootScalarResult, error)

+ func Brentq(f func(float64) float64, a, b float64, o *BracketOptions) (*RootScalarResult, error)

+ func Newton(f func(float64) float64, x0 float64, o *NewtonOptions) (*RootScalarResult, error)

+ func Ridder(f func(float64) float64, a, b float64, o *BracketOptions) (*RootScalarResult, error)

+ func RootScalar(f func(float64) float64, method string, o *RootScalarOptions) (*RootScalarResult, error)

+ type ScalarMethod string

+ const Bounded

+ const Brent

+ const Golden

+ type ScalarOptions struct

+ Bounds *Bound

+ Bracket []float64

+ MaxIter int

+ Tol float64

+ Xatol float64

+ Xtol float64

+ type ScalarResult struct

+ Fun float64

+ Message string

+ Nfev int

+ Nit int

+ Status int

+ Success bool

+ X float64

+ func Fminbound(f func(float64) float64, x1, x2, xtol float64, maxfun int) (*ScalarResult, error)

+ func MinimizeScalar(f func(float64) float64, method ScalarMethod, o *ScalarOptions) (*ScalarResult, error)

+ type SystemProblem struct

+ Func func(x, f []float64)

+ Jac func(x, jac []float64)

?	: This menu
/	: Search site
f or F	: Jump to
y or Y	: Canonical URL