Commit Graph

12 Commits

Author SHA1 Message Date
Brendan Tracey
9c5a3cae0e Rename GlobalMethod to Method and GlobalTask to Task 2018-07-26 06:45:43 -06:00
Brendan Tracey
88ef6dbe25 Change DefaultSettings to DefaultSettingsLocal 2018-07-26 06:45:43 -06:00
Brendan Tracey
286f685bdb Change call to Local to call to Global (#553) 2018-07-18 17:04:18 -06:00
Brendan Tracey
c06c645ce2 Improve parameters when dimension of NelderMead is one. In particular… (#543)
* Improve parameters when dimension of NelderMead is one. In particular the shrink parameter is set to 0, which causes the algorithm to fail to converge.

Fixes #542.

* Add test for 1-D NelderMead
2018-07-18 12:18:43 -06:00
Brendan Tracey
2704973b50 optimize: Remove Local function (#538)
* optimize: Remove Local function

This change removes the Local function. In order to do so, this changes the previous LocalGlobal wrapper to LocalController to allow Local methods to be used as a Global optimizer. This adds methods to all of the Local methods in order to implement GlobalMethod, and changes the tests accordingly. The next commit will fix all of the names
2018-07-18 12:18:18 -06:00
Brendan Tracey
d56ca496c1 optimize: Change Settings to allow InitialLocation (#497)
* optimize: Change Settings to allow InitialLocation

This modifies Settings to allow specifying an initial location and properties of the function (value, gradient, etc.). This allows to work with local optimizers that are seeded with initial settings. This has two fields that must be specified, InitX and InitValues. Ideally this would only be one location, but the difficulty is that the default value of the function is 0. We either must require the user to specify it is set (in this case that InitValues is non-zero), or require the user to change the default value away if it is not set. The former seems much safer.
2018-06-06 09:11:04 -06:00
Brendan Tracey
f402b0ae71 optimize: remove Local implementation and replace with a call to Global (#485)
* optimize: remove Local implementation and replace with a call to Global

This PR starts the process described in #482. It removes the existing Local implementation, replacing with a function that wraps Method to act as a GlobalMethod. This PR also adds a hack to fix an inconsistency with FunctionConverge between Global and Local (and a TODO to make it not a hack in the future)
2018-05-09 11:02:19 -06:00
kortschak
805531d142 all: change capitalization of gonum in license header 2017-11-02 06:54:08 +10:30
Brendan Tracey
0d639745f1 all: update packages from mat64 to mat.
This mostly changes package name and code, but also fixes a couple of name clashes with the new package names
2017-06-13 10:28:21 -06:00
Vladimir Chalupecky
49d4aa112a optimize: remove lint found by megacheck 2017-06-01 22:07:40 +02:00
Brendan Tracey
d33397aa65 all: change import paths 2017-05-23 00:03:03 -06:00
Brendan Tracey
37c29d47e7 optimize: imported optimize as a subtree 2017-05-23 00:02:57 -06:00