Tag: Optimization

• Bracket

  maths/optimization

  Given two initial points, this algorithm finds another point such that a bracketing triple is formed.

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  Brent

  maths/optimization

  Calculates the minimum of a one-dimensional real function using Brent's method.

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  Golden

  maths/optimization

  Calculates the minimum of a one-dimensional real function using the golden section search method.

• gradient

  maths/optimization

  Calculates the minimum of a multidimensional real function using the steepest descent method.

• nelder

  maths/optimization

  Calculates the minimum of a real function with several variables using the simplex method of Nelder and Mead.