package optimization1d

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in-package search v0.2.0

Find extrema of 1D functions

Install

Dune Dependency

github.com Readme Changelog Edit opam file Versions (2)

Authors

C

Christophe Troestler <Christophe.Troestler@umons.ac.be>

Maintainers

C

Christophe.Troestler@umons.ac.be

Sources

optimization1d-0.6.1.tbz

sha256=a811f5b1ea01ef0cf97e6c963e6f73c4c7d092faf6924597f294986d7a93310f

md5=70c43ba30a8290453430cd8d03736c66

doc/optimization1d/Min1D/index.html

Module `Min1D`Source

One dimensional minimization routines.

Sourceval brent : ?tol:float -> (float -> float) -> float -> float -> float * float

brent f a b uses Brent's method to return (x, f x) where x is the best approximation to a minimum point of f on the interval [a,b].

parameter tol
Default: sqrt epsilon_float. The algorithm reduces the interval [a,b] containing an approximation x of the minimum until |x - (a+b)/2| + |b-a|/2 <= 2 sqrt epsilon_float |x| + tol / 3.

Algorithm: G.Forsythe, M.Malcolm, C.Moler, Computer methods for mathematical computations. M., Mir, 1980.

Source

val golden_search : 
  ?tol:float ->
  (float -> float) ->
  float ->
  float ->
  float ->
  float * float

golden_search f a b c returns (x, f x) where x is an approximaion of a minimum point of f inside the interval [a,c]. The point b must be between a and c and such that f(b) is lower than f(a) and f(c).

parameter tol
Default: sqrt epsilon_float. The algorithm reduces the interval [a,c] until |a - c| <= tol (|a| + |c|).