Flexible Nelder-Mead-Optimizer with a simple interface, that tries to maximize the target function.
- Comes with a small test suite that ensures correct behaviour
- Templatable to vectors of arbitrary dimension
float precision = 0.001;
int dimension = 2;
NelderMeadOptimizer o(dimension, precision);
// request a simplex to start with
Vector v(0.5, 0.5);
o.insert(v);
o.insert(Vector(0.1, 0.1));
o.insert(Vector(0.2, 0.7));
while (!o.done()) {
v = o.step(v, f(v));
}
See t/test.cpp for more examples.
The optimizer works with float values. It is done() when each pair of candidates is at most precision away from each other.
This is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.
This software is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.
See LICENSE file for a copy of the GNU General Public License.
Copyright (C) 2013 Sebastian Morr [email protected]