neldermead

Documentation

Overview

Package neldermead is an implementation of the Nelder-Mead optimization method. Based on work by Michael F. Hutt: http://www.mikehutt.com/neldermead.html

Index

• type Optimizer
  • func New() *Optimizer
  • func (o *Optimizer) Optimize(objfunc func([]float64) float64, start []float64, epsilon, scale float64) (float64, []float64)

Types

type Optimizer

type Optimizer struct {
	// Maximum number of iterations.
	MaxIterations int
	// Reflection coefficient.
	Alpha,

	Beta,

	Gamma float64
}

Optimizer represents the parameters to the Nelder-Mead simplex method.

func New

func New() *Optimizer

New returns a new instance of Optimizer with all values set to the defaults.

func (*Optimizer) Optimize

func (o *Optimizer) Optimize(
	objfunc func([]float64) float64,
	start []float64,
	epsilon,
	scale float64,
) (float64, []float64)

Optimize applies the Nelder-Mead simplex method with the Optimizer's settings.