Optim.jl
Univariate and multivariate optimization in Julia.
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Optimization
Optim.jl is a package for univariate and multivariate optimization of functions. A typical example of the usage of Optim.jl is
using Optim
rosenbrock(x) = (1.0 - x[1])^2 + 100.0 * (x[2] - x[1]^2)^2
result = optimize(rosenbrock, zeros(2), BFGS())
Which gives the output
Results of Optimization Algorithm
* Algorithm: BFGS
* Starting Point: [0.0,0.0]
* Minimizer: [0.9999999926033423,0.9999999852005353]
* Minimum: 5.471433e-17
* Iterations: 16
* Convergence: true
* |x - x'| < 1.0e-32: false
* |f(x) - f(x')| / |f(x)| < 1.0e-32: false
* |g(x)| < 1.0e-08: true
* stopped by an increasing objective: false
* Reached Maximum Number of Iterations: false
* Objective Calls: 53
* Gradient Calls: 53
For more details and options, see the documentation (stable | latest).
Installation
The package is registered in METADATA.jl
and can be installed with Pkg.add
.
julia> Pkg.add("Optim")