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PDL::Opt::Simplex implements the commonly used simplex optimization algorithm. The basic idea of the algorithm is to move a "simplex" of N+1 points in the N-dimensional search space according to certain rules. The main benefit of the algorithm is that you do not need to calculate the derivatives of your function.
5 lines
315 B
Plaintext
5 lines
315 B
Plaintext
PDL::Opt::Simplex implements the commonly used simplex optimization algorithm.
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The basic idea of the algorithm is to move a "simplex" of N+1 points in the
|
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N-dimensional search space according to certain rules. The main benefit of the
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algorithm is that you do not need to calculate the derivatives of your function.
|