nonlinear-optimization-ad

This package enhances nonlinear-optimization's usability by using ad's automatic differentiation. You only need to specify a function to minimize and don't need to specify its gradient explicitly.


Keywords
gpl, library, math, optimisation, optimization, Propose Tags, nonlinear-optimization, ad, Skip to Readme, , Index, Quick Jump, Numeric.Optimization.Algorithms.HagerZhang05.AD, More info, nonlinear-optimization-ad-0.2.4.tar.gz, browse, Package description, revised, metadata revisions, Package maintainers, MasahiroSakai, edit package information , 0.1.0, 0.2.0, automatic-differentiation, numerical-optimization
License
GPL-3.0-only
Install
cabal install nonlinear-optimization-ad-0.2.4

Documentation

nonlinear-optimization-ad

build

This repository contains several Haskell packages for numerical optimizations.

nonlinear-optimization family

Packages for using nonlinear-optimization with automatic differentiation.

numeric-optimization family

Packages for using various optimization algorithms (not limited to CG Descent provided by nonlinear-optimization).