neldermead

package

v1.7.2 Latest Latest Go to latest Published: Dec 12, 2018 License: MIT Imports: 1 Imported by: 0

Details

Package neldermead is an implementation of the Nelder-Mead optimization method. Based on work by Michael F. Hutt: http://www.mikehutt.com/neldermead.html

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type Optimizer struct {
	// Maximum number of iterations.
	MaxIterations int
	// Reflection coefficient.
	Alpha,

	Beta,

	Gamma float64
}

Optimizer represents the parameters to the Nelder-Mead simplex method.

func New() *Optimizer

New returns a new instance of Optimizer with all values set to the defaults.

func (o *Optimizer) Optimize(
	objfunc func([]float64) float64,
	start []float64,
	epsilon,
	scale float64,
) (float64, []float64)

Optimize applies the Nelder-Mead simplex method with the Optimizer's settings.