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  1. Commons Math
  2. MATH-177

Provide a general minimizing package with a classical Gauss-Newton algorithm

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    Details

    • Type: Improvement
    • Status: Closed
    • Priority: Major
    • Resolution: Fixed
    • Affects Version/s: 2.0
    • Fix Version/s: 2.0
    • Labels:
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      Description

      Currently the math API provides least squares only method for minimizing (solving). The limitation to least-squares problems comes from the Levenberg-Marquardt algorithm. A more general minimizer (not for quadratic forms) could be implemented by refactoring this with a classical GN, steepest descent and also conjugate gradient. We could use them as a basis for some least-squares solvers (and also keep the very efficient and specialized Levenberg-Marquardt too).

      Based on email exchange with Luc Maisonobe entitled [math] Minimizer on 1/15/08.

        Attachments

        1. BrentMinimizer.java
          9 kB
          Gilles Sadowski
        2. UnivariateRealSolver.java
          10 kB
          Gilles Sadowski
        3. UnivariateRealSolverImpl.java
          13 kB
          Gilles Sadowski

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              • Assignee:
                luc Luc Maisonobe
                Reporter:
                mickeydog Mick
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                  Updated:
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