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Branch: v4
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2486 Commits (v4)

Author SHA1 Message Date
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 7b59dc3d35 Optimization: move BFGS over to Optimization namespace
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
Christoph Ruegg 1d7ce24d3e LA: Static CreateMatrix/Vector: simpler to use than builders and with better type inferrence
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 c906a2a6af Native: cleanup
12 years ago
Christoph Ruegg d9c3f27fb4 Native: OpenBLAS changed #ifdef GCC to #ifdef __cplusplus
12 years ago
Christoph Ruegg 3a7d00fd8b Native: OpenBLAS resources
12 years ago
Christoph Ruegg 5ba94f0963 Native: OpenBLAS lib directory via OPENBLASPATH environment variable
12 years ago
Kuan Bartel 19fd215388 C style casts of complex values for gcc.
12 years ago
Kuan Bartel 3bd4cc7daa Changed to use reinterpret_cast for GCC when casting lapack_complex_float / lapack_complex_double to float* / double*.
12 years ago
Kuan Bartel 16851ac48d OpenBlasLinearAlgerbraProvider implementation. It is basically just a copy of the MklLinearAlgebraProvider minus the vector methods not included in OpenBLAS. The OpenBlasLinearAlgerbraProvider replaces the GotoBlasLinearAlgebraProvider.
12 years ago
Kuan Bartel 99246e9028 Initial version of OpenBLAS wrapper project based off the MKL wrapper. It compiles, but may not work.
12 years ago
Christoph Ruegg f1e46e539f LA: fix inline docs of matrix/vector builder to indicate correct pRNG used by default.
12 years ago
Christoph Ruegg 03c97d6af0 Release MKL Native Provider: v1.8.0 (rev 8)
12 years ago
Christoph Ruegg 011e857007 Statistics: update inline docs to not refer to private type
12 years ago
Christoph Ruegg d9fd546808 Native: resource files and headers
12 years ago
Justin Needham 10abeebde6 Better code formatting for test vector
12 years ago
Justin Needham cbc6c2cdb5 Authored Proposed fix for handling small-width buckets
12 years ago