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Maths ›

Optimization

Bracket

Given two initial points, this algorithm finds another point such that a bracketing triple is formed.
void bracket (double (*f)(double), double &a, double &b, double &c)

Brent

Calculates the minimum of a one-dimensional real function using Brent's method.
double brent (double (*f)(double), double a, double b, double c, double eps = 1E-10, int maxit = 1000)
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Golden

Calculates the minimum of a one-dimensional real function using the golden section search method.
double golden (double (*f)(double), double a, double b, double c, double eps = 1E-10)
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Nelder

Calculates the minimum of a real function with several variables using the simplex method of Nelder and Mead.
void nelder (double (*f)(double *), int dim, double **p, double eps = 1E-10, int maxit = 1000)