1 unstable release
Uses old Rust 2015
0.1.0 | Aug 9, 2018 |
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#14 in #minimize
8KB
129 lines
bfgs
This package contains an implementation of BFGS, an algorithm for minimizing convex twice-differentiable functions.
In this example, we minimize a 2d function:
extern crate bfgs;
extern crate ndarray;
use ndarray::prelude::*;
fn main() {
let x0 = Array::from_vec(vec![8.888, 1.234]); // Chosen arbitrarily
let f = |x: &Array1<f64>| x.dot(x);
let g = |x: &Array1<f64>| 2.0 * x;
let x_min = bfgs::bfgs(x0, f, g);
assert_eq!(x_min, Ok(Array::from_vec(vec![0.0, 0.0])));
}
License: MIT/Apache-2.0
lib.rs
:
This package contains an implementation of BFGS, an algorithm for minimizing convex twice-differentiable functions.
In this example, we minimize a 2d function:
extern crate bfgs;
extern crate ndarray;
use ndarray::prelude::*;
fn main() {
let x0 = Array::from_vec(vec![8.888, 1.234]); // Chosen arbitrarily
let f = |x: &Array1<f64>| x.dot(x);
let g = |x: &Array1<f64>| 2.0 * x;
let x_min = bfgs::bfgs(x0, f, g);
assert_eq!(x_min, Ok(Array::from_vec(vec![0.0, 0.0])));
}
Dependencies
~2MB
~33K SLoC