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Branch: v3
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2540 Commits (v3)
 

Author SHA1 Message Date
Christoph Ruegg d3327de484 Docs: minor template tweaks
11 years ago
Christoph Ruegg 8d40d1d36a Native: do not try to load native providers when compiled without native flag
11 years ago
Christoph Ruegg 771072142d Tests: embed test data as resource streams in new TestData project
11 years ago
Christoph Ruegg 1e4d8681b4 Release Data Extensions v3.1.1
11 years ago
Christoph Ruegg be75d314a5 Data: fix MatrixMarketWriter.WriteVector to use File.OpenWrite #335
11 years ago
Christoph Ruegg de15eb6dc1 LA: Matrix Rank calculation should use a tolerance based on the matrix size #334
11 years ago
Christoph Ruegg f86c4426f3 Financial: rename CompoundMonthlyReturn to CompoundReturn #331
11 years ago
Christoph Ruegg bc04bcfd71 Merge pull request #333 from grovesNL/master
11 years ago
grovesNL 6164ba0bb2 Added RootFinding.Secant and unit tests (based on NewtonRaphson)
11 years ago
Christoph Ruegg d9d787fad4 Update links
11 years ago
Christoph Ruegg 52fb412306 Merge pull request #319 from jbowtie/betapert
12 years ago
John C Barstow 3c5e59a8c4 Add optional randomSource parameter to PERT
12 years ago
John C Barstow 2a85997b68 Restore missing semicolon (typo)
12 years ago
John C Barstow 710cc26e41 Add a method to construct a beta PERT distribution
12 years ago
Scott Stephens 68b3d5e9e5 Optimization: Remove extra function evaluations in GoldenSectionMinimizer
12 years ago
Scott Stephens 312f4e8d50 Optimization: Add interval expansion to GoldenSectionMinimizer
12 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
13 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 680d360e6b Merge pull request #318 from mexx/patch-1
12 years ago
Max Malook 096b9b8c33 Fix typo `division`
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
12 years ago