neldermead

Documentation

Overview

This 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 {
	MaxIterations int
	// reflection coefficient
	Alpha,

	Beta,

	Gamma float64
}

func New

func New() *Optimizer

func (*Optimizer) Optimize

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