Struct NelderMead

pub struct NelderMead {
    pub ulps: i64,
    pub maxiter: Option<usize>,
    pub maxfun: Option<usize>,
    pub adaptive: bool,
    pub xtol: f64,
    pub ftol: f64,
}

A minimizer for a scalar function of one or more variables using the Nelder-Mead algorithm.

Fields

ulps: i64

The required number of floating point representations that separate two numbers to consider them equal. See crate float_cmp for more information.

maxiter: Option<usize>

The maximum number of iterations to optimize. If neither maxiter nor maxfun are given, both default to n*200 where n is the number of parameters to optimize.

maxfun: Option<usize>

The maximum number of function calls used to optimize. If neither maxiter nor maxfun are given, both default to n*200 where n is the number of parameters to optimize.

adaptive: bool

Adapt algorithm parameters to dimensionality of the problem. Useful for high-dimensional minimization.

xtol: f64

Absolute error in function parameters between iterations that is acceptable for convergence.

ftol: f64

Absolute error in function values between iterations that is acceptable for convergence.

Trait Implementations

impl Debug for NelderMead

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Minimizer for NelderMead

fn minimize<F>(&self, func: F, args: ArrayView1<'_, f64>) -> Array1<f64>

where F: Fn(ArrayView1<'_, f64>) -> f64,

Minimizes the given function returned scalar value by exploring the parameter space. May or may not use numerical differential, depending on particular implementation.