Christoph Ruegg
c1d2b4bfeb
Merge pull request #439 from scottstephens/optimization_finite_difference
Optimization: add finite difference objective function adapter
10 years ago
Scott Stephens
35137adef5
Optimization: add finite difference objective function adapter
10 years ago
Christoph Ruegg
50203b2c1e
Merge pull request #435 from scottstephens/unified_optimization_better_tests
Better tests for optimization
10 years ago
Scott Stephens
de2ce192bb
Optimization: Add MGH tests to Nelder-Mead algo
10 years ago
Scott Stephens
05a0805194
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
f621a940d1
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
ae9481548c
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
Christoph Ruegg
9d06310cfe
Merge pull request #404 from eriove/unified_optimization_refactoring
Merged BFGS solvers and line search algorithms
10 years ago
Erik Ovegard
dd07c8dca2
Removed obsolete comments
10 years ago
Erik Ovegard
e60586fcdb
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
cd0e71e68e
Merged Bfgs optimizations and line search algorithms
10 years ago
Erik Ovegard
3be65a298d
Switching computer
10 years ago
Christoph Ruegg
b5f636865b
Merge pull request #391 from eriove/unified_optimization
Fixed typo in TestBfgsMinimizer.FindMinimum_BigRosenbrock_Hard()
10 years ago
Erik Ovegard
7b28dc9a52
Fixed typo in TestBfgsMinimizer.FindMinimum_BigRosenbrock_Hard() and added static property to avoid future typos
11 years ago
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
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
11 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