Christoph Ruegg
87b333896d
Merge pull request #340 from eriove/unified_optimization
Nelder-Mead simplex algorithm (unified optimization)
11 years ago
Erik Ovegard
ac51181682
Fixed XML-errors found by AppVeyor
11 years ago
Erik Ovegard
c942f60eef
Added more documentation to NelderMeadSimplex and changed style to match existing code
11 years ago
Erik Ovegard
10e2a898c6
Added tests and copyright notice
11 years ago
Erik Ovegard
adfb2dc6b5
Initial conversion, tests remaining
11 years ago
Scott Stephens
68b3d5e9e5
Optimization: Remove extra function evaluations in GoldenSectionMinimizer
13 years ago
Scott Stephens
312f4e8d50
Optimization: Add interval expansion to GoldenSectionMinimizer
13 years ago
Scott Stephens
9169a2d0a9
Optimization: Add BFGS-B minimization algorithm
13 years ago
Scott Stephens
547e339223
Optimization: Handle case where optimum is found on last iteration in BFGS
13 years ago
Scott Stephens
f58b3694ee
Optimization: Add tests involving larger numbers output from the objective
13 years ago
Scott Stephens
37d999eb4d
Optimization: Add default for max iterations for BFGS
13 years ago
Scott Stephens
a506145eff
Optimization: Finish implementation of Golden Section minimum search
13 years ago
Scott Stephens
922da5da86
Optimization: Add the point which was being evaluated to EvaluationError
14 years ago
Scott Stephens
7287671f99
Add most of GoldenSectionMinimizer implementation
14 years ago
Scott Stephens
95ffc9d892
Optimization: Minimally working Conjugate Gradient, BFGS, and Newton minimizers
14 years ago
Scott Stephens
92f24241f4
Optimization: Improve error handling and reporting.
14 years ago
Scott Stephens
edbab552eb
Very minimally tested ConjugateGradient minimizer is complete.
14 years ago
Scott Stephens
5dae5505c0
First commit working on optimization tools
14 years ago
Christoph Ruegg
db031f29f2
Optimization: inline docs
12 years ago
Christoph Ruegg
7b59dc3d35
Optimization: move BFGS over to Optimization namespace
12 years ago
Christoph Ruegg
1fbfb4c494
Merge commit 'braddodson/master^' into unified_optimization
12 years ago
Christoph Ruegg
3e4e5c64d2
Optimization: cleanup, namespaces
12 years ago
Christoph Ruegg
ba40d217ec
Optimization: rename Output to Result
12 years ago
Christoph Ruegg
330a577f19
Optimization: (Lazy)ObjectiveFunction base classes
12 years ago
Christoph Ruegg
7139108a19
Optimization: InplaceObjectiveFunction
12 years ago
Christoph Ruegg
362adf2811
Optimization: lambda objective functions (both greedy and lazy)
12 years ago
Christoph Ruegg
63100f7eae
Optimization: restore objective function CreateNew (but keep Fork as well)
12 years ago
Christoph Ruegg
7e50789e59
Optimization: simplification: validate directly instead of through adapter
12 years ago
Christoph Ruegg
b04465e6ec
Optimization: clarify objective function forking and mutation, fixes unit tests
12 years ago
Christoph Ruegg
cfb3e977ae
Optimization: drop NullObjectiveFunction
12 years ago
Christoph Ruegg
7e4324da44
Optimization: internalize EvaluationStatus
12 years ago
Christoph Ruegg
b276c41d53
Optimization: tweak IObjectiveFunction interface
12 years ago
Christoph Ruegg
63ce92190b
Optimization: cleanup, rename ObjectiveChecker.cs file name to match class name
12 years ago
Christoph Ruegg
f2d17d3158
Optimization: rename Evaluation to ObjectiveFunction
12 years ago
Christoph Ruegg
c111019d38
Optimization: first pass code style fix
12 years ago
Scott Stephens
64ac8f3d78
Optimization: Remove EvaluationStatus from public interface
12 years ago
Scott Stephens
78f77a12c9
Optimization: Try design with unifed objective function/evaluation concepts
12 years ago
Scott Stephens
6d642a1d9b
Optimization: initial commit of candidate API and Newton implementation
12 years ago
Christoph Ruegg
fdc773a71e
Native: automatically use native provider if available #314 , new Control.TryXY alternatives
Control.TryUseNativeMKL() etc as an alternative way to use a specific
provider if it is available, but you're not interested in why if not.
Control.TryUseNative() tries to use any known native provider in an
undefined (but reasonable) order.
Changed the default behavior to try to load any known native provider
available automatically instead of falling back to managed straight away.
Added basic inline-xml docs
12 years ago
Christoph Ruegg
1d7ce24d3e
LA: Static CreateMatrix/Vector: simpler to use than builders and with better type inferrence
12 years ago
Christoph Ruegg
5cbc44effb
Native: simplify target files further
12 years ago
Christoph Ruegg
fafed3cf4a
Merge pull request #312 from kjbartel/NugetTargets
Change Nuget targets to use 'Content' rather than 'Copy' and 'Delete'
12 years ago
Christoph Ruegg
39cd2f2c04
Native: drop artificial MathNet.Numerics package dependency in NuGet packages #140
12 years ago
Kuan Bartel
e98be5ede2
Simplified targets files to instead use 'Content' elements rather than 'Copy' and 'Delete' tasks. This is important as the copy and delete tasks won't work for other projects referencing a project which uses one of the MathNet nuget packages. Installer projects such as WiX or VS Setup projects similarly won't find the required library files unless they are 'Content'.
12 years ago
Christoph Ruegg
a5d8d96c13
Docs: update pakages, users
12 years ago
Christoph Ruegg
b5a4175da6
Release v3.7.0
12 years ago
Christoph Ruegg
4a1af82320
Statistics: more MovingAverage tests
12 years ago
Christoph Ruegg
cb64d2633e
Native: OpenBLAS integrated into FAKE build system
12 years ago
Christoph Ruegg
c906a2a6af
Native: cleanup
12 years ago
Christoph Ruegg
d9c3f27fb4
Native: OpenBLAS changed #ifdef GCC to #ifdef __cplusplus
12 years ago