48cf73eea9
Paket install
9 years ago
2159e3c596
Optimization: interface segregation: don't ask for function if only evaluation is needed
9 years ago
a8bd33e9ba
Optimization: cleanup test file headers
9 years ago
7d61334282
Optimization: fix portable builds: covariance and type inferrence
9 years ago
2a70b01616
Optimization: fix portable builds: configure csharp v6
9 years ago
a6905158df
Optimization: cleanup file headers
9 years ago
1279a99884
Merge pull request #489 from eriove/unified_optimization
Unified optimization
9 years ago
4d931074ab
Release v3.19.0
9 years ago
9a7edaf7aa
Added method 'Factorize' to 'Cholesky' base class to allow factorization with re-use of an existing factor matrix, and corresponding implementations and unit tests. ( #477 )
9 years ago
39959e8a2e
Handle empty statistics ( #482 )
This prevents most of the fields from being set to NaN.
9 years ago
9dfc208a7d
Release Data Extensions v3.2.1
9 years ago
cc3eb596d3
Data: use File.Create instead of OpenWrite to enforce overwriting #487
9 years ago
71ae7bae99
Fixing non CLS-compliant code and malformed XML-comments
9 years ago
1965c7b591
Upgraded the rest of the projects to C# 6
9 years ago
0a1f9414ef
Changed from C# 5 to 6
9 years ago
c7730dbc18
Changes after merge
Conflicts:
src/UnitTests/OptimizationTests/BfgsBMinimizerTests.cs
src/UnitTests/OptimizationTests/BfgsMinimizerTests.cs
src/UnitTests/OptimizationTests/ConjugateGradientMinimizerTests.cs
src/UnitTests/OptimizationTests/NelderMeadSimplexTests.cs
src/UnitTests/OptimizationTests/NewtonMinimizerTests.cs
9 years ago
bdd01db281
Fixes after rebase
9 years ago
fc76933cea
Optimization: add finite difference objective function adapter
10 years ago
0eef7f093b
Optimization: Add MGH tests to Nelder-Mead algo
10 years ago
e032e8f083
Optimization: Ignore tests that fail
* I suspect they fail because the algorithm doesn't work well
for those test cases, not that there is an implementation error.
But this suspicion has not been verified.
10 years ago
85edd3842f
Optimization: revamp testing
* Changed file and class names from TestClassName to
ClassNameTests to better conform with other parts of Math.Net
* Added some organizational abstractions to simplify adding
test cases.
* Added test cases based on several functions from
Testing Unconstrained Optimization Software
Jorge J. Moré, Burton S. Garbow, Kenneth E. Hillstrom
ACM Transactions on Mathematical Software, Vol 7, No. 1, March 1981, Pages 17-41.
* At this point, most test functions are low-dimensional,
well-scaled, unimodal functions.
* There are test failures for Conjugate Gradient and Newton
unconstrained minimizers. Currently I believe these to be
failures of the algorithm, rather than failures of
implementation, but it hasn't been investigated thoroughly.
10 years ago
5283dc9d19
Optimization: Changes to LazyObjectiveFunctionBase
* Previous versions of the class did not allow subclasses to
initialize the value/gradient/hessian fields once and reuse the
memory for subsequent evaluations.
* This commit exposes raw value/gradient/hessian fields to
subclasses
10 years ago
f57081d0b4
Removed obsolete comments
10 years ago
febf07b584
Removed NelderMeadSimplexTests.FindParableConstantsThatMinimizesErrors() since it only passed due to new SystemRandom() being called in close succession which leads to identical seeds.
10 years ago
660a9eda32
Merged Bfgs optimizations and line search algorithms
10 years ago
415b2e9ac6
Switching computer
10 years ago
7dd84b09e2
Fixed typo in TestBfgsMinimizer.FindMinimum_BigRosenbrock_Hard() and added static property to avoid future typos
10 years ago
e04d1b0b90
Fixed XML-errors found by AppVeyor
11 years ago
45116da3d2
Added more documentation to NelderMeadSimplex and changed style to match existing code
11 years ago
8478b1c883
Added tests and copyright notice
11 years ago
4a29eeed49
Initial conversion, tests remaining
11 years ago
bac93fc493
Optimization: Remove extra function evaluations in GoldenSectionMinimizer
12 years ago
f671c2735a
Optimization: Add interval expansion to GoldenSectionMinimizer
12 years ago
e13b82a436
Optimization: Add BFGS-B minimization algorithm
13 years ago
ddcd611b25
Optimization: Handle case where optimum is found on last iteration in BFGS
13 years ago
5ea0943e7f
Optimization: Add tests involving larger numbers output from the objective
13 years ago
ef1fa27365
Optimization: Add default for max iterations for BFGS
13 years ago
59557c265d
Optimization: Finish implementation of Golden Section minimum search
13 years ago
9a4aedce4a
Optimization: Add the point which was being evaluated to EvaluationError
13 years ago
543b37aab6
Add most of GoldenSectionMinimizer implementation
14 years ago
8002be760b
Optimization: Minimally working Conjugate Gradient, BFGS, and Newton minimizers
14 years ago
df6dd9fe17
Optimization: Improve error handling and reporting.
14 years ago
831fc21579
Very minimally tested ConjugateGradient minimizer is complete.
14 years ago
2a8ccfea57
First commit working on optimization tools
14 years ago
a342a051d6
Optimization: inline docs
11 years ago
dc9c70098b
Optimization: move BFGS over to Optimization namespace
11 years ago
94162820a4
Optimization: cleanup, namespaces
11 years ago
8527827c04
Optimization: rename Output to Result
11 years ago
54106ab6a8
Optimization: (Lazy)ObjectiveFunction base classes
11 years ago
37b5c1ac2a
Optimization: InplaceObjectiveFunction
11 years ago
Christoph Ruegg
mjmckp
Lucas Godshalk
Erik Ovegard
Erik Ovegard
Scott Stephens
Erik Ovegard