dfm / Optimize.js
A tool for robust numerical optimization running right in your browser
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optimize.js
This kind of optimization. Not that.
This was ported from the scipy.optimize
and we seem to be about an order
of magnitude faster than the Python version but that hasn't been too well
tested.
Usage
To optimize some dumb function, just run
my_function = function (x) {
return optimize.vector.dot(x, x);
};
xopt = optimize.fmin(my_function, [5.0, -3.4, 1.7, 16.3, 0.17]);
And this should say something like:
Converged in 349 iterations.
Function value = 3.954810202072493e-7
And xopt
should end up being something like
[-0.0003993727670733724, -0.00027257793115893254, -0.0003811443958917447, 0.00012560283306980614, 0.00002523018782488204]
You can also include some options as follows:
xopt = optimize.fmin(my_function, [5.0, -3.4, 1.7, 16.3, 0.17], {ftol: 1e-7, maxiter: 1000});
To Do
- Write tests.
- Implement some better algorithms.
- Make some demos.
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