mathnet-numerics

Commit Graph

Author	SHA1	Message	Date
Scott Stephens	fc76933cea	Optimization: add finite difference objective function adapter	10 years ago
Scott Stephens	0eef7f093b	Optimization: Add MGH tests to Nelder-Mead algo	10 years ago
Scott Stephens	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
Scott Stephens	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
Scott Stephens	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
Erik Ovegard	f57081d0b4	Removed obsolete comments	10 years ago
Erik Ovegard	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
Erik Ovegard	660a9eda32	Merged Bfgs optimizations and line search algorithms	10 years ago
Erik Ovegard	415b2e9ac6	Switching computer	10 years ago
Erik Ovegard	7dd84b09e2	Fixed typo in TestBfgsMinimizer.FindMinimum_BigRosenbrock_Hard() and added static property to avoid future typos	11 years ago
Erik Ovegard	e04d1b0b90	Fixed XML-errors found by AppVeyor	11 years ago
Erik Ovegard	45116da3d2	Added more documentation to NelderMeadSimplex and changed style to match existing code	11 years ago
Erik Ovegard	8478b1c883	Added tests and copyright notice	11 years ago
Erik Ovegard	4a29eeed49	Initial conversion, tests remaining	11 years ago
Scott Stephens	bac93fc493	Optimization: Remove extra function evaluations in GoldenSectionMinimizer	12 years ago
Scott Stephens	f671c2735a	Optimization: Add interval expansion to GoldenSectionMinimizer	12 years ago
Scott Stephens	e13b82a436	Optimization: Add BFGS-B minimization algorithm	13 years ago
Scott Stephens	ddcd611b25	Optimization: Handle case where optimum is found on last iteration in BFGS	13 years ago
Scott Stephens	5ea0943e7f	Optimization: Add tests involving larger numbers output from the objective	13 years ago
Scott Stephens	ef1fa27365	Optimization: Add default for max iterations for BFGS	13 years ago
Scott Stephens	59557c265d	Optimization: Finish implementation of Golden Section minimum search	13 years ago
Scott Stephens	9a4aedce4a	Optimization: Add the point which was being evaluated to EvaluationError	13 years ago
Scott Stephens	543b37aab6	Add most of GoldenSectionMinimizer implementation	14 years ago
Scott Stephens	8002be760b	Optimization: Minimally working Conjugate Gradient, BFGS, and Newton minimizers	14 years ago
Scott Stephens	df6dd9fe17	Optimization: Improve error handling and reporting.	14 years ago
Scott Stephens	831fc21579	Very minimally tested ConjugateGradient minimizer is complete.	14 years ago
Scott Stephens	2a8ccfea57	First commit working on optimization tools	14 years ago
Christoph Ruegg	a342a051d6	Optimization: inline docs	11 years ago
Christoph Ruegg	dc9c70098b	Optimization: move BFGS over to Optimization namespace	12 years ago
Christoph Ruegg	94162820a4	Optimization: cleanup, namespaces	12 years ago
Christoph Ruegg	8527827c04	Optimization: rename Output to Result	12 years ago
Christoph Ruegg	54106ab6a8	Optimization: (Lazy)ObjectiveFunction base classes	12 years ago
Christoph Ruegg	37b5c1ac2a	Optimization: InplaceObjectiveFunction	12 years ago
Christoph Ruegg	b91d40dcaf	Optimization: lambda objective functions (both greedy and lazy)	12 years ago
Christoph Ruegg	647de0031d	Optimization: restore objective function CreateNew (but keep Fork as well)	12 years ago
Christoph Ruegg	2fcf9c91ee	Optimization: simplification: validate directly instead of through adapter	12 years ago
Christoph Ruegg	0aa24f56ac	Optimization: clarify objective function forking and mutation, fixes unit tests	12 years ago
Christoph Ruegg	1bdcfda349	Optimization: drop NullObjectiveFunction	12 years ago
Christoph Ruegg	8711d5c9b6	Optimization: internalize EvaluationStatus	12 years ago
Christoph Ruegg	38b68c3e28	Optimization: tweak IObjectiveFunction interface	12 years ago
Christoph Ruegg	5a0ee082fc	Optimization: cleanup, rename ObjectiveChecker.cs file name to match class name	12 years ago
Christoph Ruegg	bf23e770de	Optimization: rename Evaluation to ObjectiveFunction	12 years ago
Christoph Ruegg	2628b906a0	Optimization: first pass code style fix	12 years ago
Scott Stephens	7bffb16018	Optimization: Remove EvaluationStatus from public interface	12 years ago
Scott Stephens	01055c4bcb	Optimization: Try design with unifed objective function/evaluation concepts	12 years ago
Scott Stephens	772bed524f	Optimization: initial commit of candidate API and Newton implementation	12 years ago
bdodson	99cfdca8d0	Broyden-Fletcher-Goldfarb-Shanno optimizer	12 years ago
Jakub Arnold	fa54083558	Fix docs for DoPointwiseMultiply (#486 )	10 years ago
Christoph Ruegg	6e738ea968	Release v3.18.0	10 years ago
Christoph Ruegg	f9241f386a	FFT: adapt expected precision in tests so they actually pass	10 years ago

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2439 Commits (fc76933ceae566aad01de649ba397ee15ad641a0) All Branches Search

2439 Commits (fc76933ceae566aad01de649ba397ee15ad641a0)

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