Module unconstrained

Unconstrained optimization algorithms

This module provides methods for unconstrained optimization of scalar functions of one or more variables.

Example

use ndarray::array;
use scirs2_optimize::unconstrained::{minimize, Method};

// Define a simple function to minimize
fn quadratic(x: &[f64]) -> f64 {
    x.iter().map(|&xi| xi * xi).sum()
}

// Minimize the function starting at [1.0, 1.0]
let initial_point = array![1.0, 1.0];
let result = minimize(quadratic, &initial_point, Method::BFGS, None)?;

// The minimum should be at [0.0, 0.0]
assert!(result.success);
assert!(result.x.iter().all(|&x| x.abs() < 1e-6));
assert!(result.fun.abs() < 1e-10);

Structs

Options

Options for the unconstrained optimizer.

Enums

Method

Optimization methods for unconstrained minimization.

Functions

minimize

Minimizes a scalar function of one or more variables.