Crate optimize[−][src]
This crate provides (non-linear) numerical optimization methods.
It is heavily based on scipy.optimize
.
The crate is actively developed and expanded to include more methods.
A simple example follows:
// Define a function that we aim to minimize let function = |x: ArrayView1<f64>| (1.0 - x[0]).powi(2) + 100.0 * (x[1] - x[0].powi(2)).powi(2); // Create a minimizer using the builder pattern. If some of the parameters are not given, default values are used. let minimizer = NelderMeadBuilder::default() .xtol(1e-6f64) .ftol(1e-6f64) .maxiter(50000) .build() .unwrap(); // Set the starting guess let args = Array::from_vec(vec![3.0, -8.3]); // Run the optimization let ans = minimizer.minimize(&function, args.view()); // Print the optimized values println!("Final optimized arguments: {}", ans);
Structs
NelderMead |
A minimizer for a scalar function of one or more variables using the Nelder-Mead algorithm. |
NelderMeadBuilder |
Builder for |
Traits
Minimizer |
A general minimizer trait. |