Minimization algorithms on pure Ruby
Switch branches/tags
Nothing to show
Clone or download
Pull request Compare This branch is 14 commits ahead of clbustos:master.
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Permalink
Failed to load latest commit information.
lib
spec
.gitignore
.travis.yml
Gemfile
Gemfile.lock
History.txt
LICENSE.txt
Manifest.txt
README.md
Rakefile
minimization.gemspec

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)