You are viewing a plain text version of this content. The canonical link for it is here.
Posted to dev@commons.apache.org by François Laferrière <fr...@yahoo.fr.INVALID> on 2022/10/20 14:26:09 UTC
[math] contribution proposal for multivariate functions optimization
Hello,
Based on Apache common math, I have implemented some commonplace optimization algorithms that could be integrated in ACM. This includes
Gradient Descent Gradient descent - Wikipedia
|
|
|
| | |
|
|
|
| |
Gradient descent - Wikipedia
Gradient descent is generally attributed to Augustin-Louis Cauchy, who first suggested it in 1847.[1] Jacques Ha...
|
|
|
Newton Raphson Newton's method in optimization - Wikipedia
|
|
|
| | |
|
|
|
| |
Newton's method in optimization - Wikipedia
The central problem of optimization is minimization of functions. Let us first consider the case of univariate f...
|
|
|
BFGS Broyden–Fletcher–Goldfarb–Shanno algorithm - Wikipedia
|
|
| |
Broyden–Fletcher–Goldfarb–Shanno algorithm - Wikipedia
Since the updates of the BFGS curvature matrix do not require matrix inversion, its computational complexity is ...
|
|
|
They are implemented in such a way that other algorithms of the same family (Newton) can be implemented easily from existing building blocks.
I clone http://gitbox.apache.org/repos/asf/commons-math.git but I am a bit lost in the module structure. Should I put my code in one existing commons-math4-* module (if so which one?) or should I create a new module (for instance commons-math-optimization) ?
Many thanks in advance
François Laferrière