Minimization algorithms on pure Ruby
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README.md

= minimization

== DESCRIPTION:

Minimization algorithms on pure Ruby.

== FEATURES/PROBLEMS:

Unidimensional:

  • Newton-Rahpson (requires first and second derivative)
  • Golden Section
  • Brent (Port of GSL code)

Multidimensional:

  • Fletcher-Reeves (requires first derivative)
  • Polak Rebirer (requires first derivative)
  • Nelder-Mead
  • Powell's method

If you needs speed, use rb-gsl

== SYNOPSIS:

d=Minimization::Brent.new(-1000,20000 , proc {|x| x**2})

d.iterate

puts d.x_minimum puts d.f_minimum

== REQUIREMENTS:

  • Pure Ruby

== INSTALL:

sudo gem install minimization

== API:

http://ruby-statsample.rubyforge.org/minimization/

== LICENSE:

BSD 2-clause (See LICENSE.txt)