#optimization #multi-dimensional #constant #was #paper #original #algorithm

direct

Implementation of the multi-dimensional DIRECT function optimization algorithm

2 releases

Uses old Rust 2015

0.1.1 Aug 7, 2017
0.1.0 Oct 29, 2016

#12 in #multi-dimensional

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MIT license

27KB
445 lines

This crate implements the multi-dimensional DIRECT function optimization algorithm. The reference followed for this implementation was the original paper [1].

[1]: Lipschitzian Optimization Without the Lipschitz Constant, DOI 10.1007/BF00941892

Dependencies

~340KB