Comments (3)
Thanks!
CMA-ES is on the mental list. It first requires figuring out the right abstraction layer for global optimization.
from optimize.
Do you know somewhere with good and complete pseudocode? I've been looking, and have found some decent pseudocode but leaves some pieces unclear.
from optimize.
Okay, I have a working implementation. Waiting on gonum/gonum#273 and one more follow-on pull request before the necessary framework is up.
from optimize.
Related Issues (20)
- Change from Function et al. interfaces + magic to input functions struct HOT 5
- Clearly define meaning of the various iteration types HOT 5
- Make optimize silent by default
- Method does not need ProblemInfo HOT 1
- LinesearchMethod.Iterate() is subtly wrong HOT 6
- Better name for ErrNonNegativeStepDirection
- Linesearchers should check function value before asking for gradient HOT 8
- Linesearchers should test function decrease to within a tolerance HOT 2
- Pass a copy of X to evaluation routines HOT 2
- Change the order of arguments for evaluation routines like Grad() and Hess()
- Remove Linesearcher.Finished()
- Change FunConst and GradConst to DecreaseFactor and CurvatureFactor
- [question] MajorIterations settings HOT 4
- optimize: curve-fitting - implement Levenberg-Marquardt algorithm (damped least-squares) HOT 7
- optimize: Repo description should not end with a "." HOT 4
- optimize: NewPrinter should accept an io.Writer HOT 1
- optimize: allow constrained optimization HOT 6
- Update of OptLoc on every iteration causes flaky optimization runs HOT 11
- Statuser docs are not accurate
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from optimize.