Commit Graph

27 Commits

Author SHA1 Message Date
Brendan Tracey
6477e52b65 optimize/convex/lp: fix Simplex when number of constraints is number … (#443)
* optimize/convex/lp: fix Simplex when number of constraints is number of variables

Fixes 441.
2018-03-16 09:04:06 -06:00
Brendan Tracey
996b88e8f8 optimize: completely overhaul Global (#352)
* optimize: completely overhaul Global

The previous implementation of Global was a minefield for incorrectly implementing global optimization methods. It was very difficult to correctly implement methods (both of the provided methods were incorrect), and the resulting code is very ugly. This commit switches to use channels to communicate, allowing a more clear ordering of concurrent code. This also enables better shutdown of methods.

In addition to the main fix of Global, this refactors the two Global methods to use the updated interface, and makes some small improvements that were previously not possible. In addition, there are some small cleanups of Local to better match between the two calls.

If anyone has been curious about what is meant by 'Don't communicate by sharing memory, share memory by communicating' this is it, and why.

* respond to PR comments

* make constants

* simplify termination logic

* optimize: simplify stats collection

* overhaul documentation and respond to PR comments

* implement PR requests

* clean up cmaes
2018-02-05 08:44:02 -07:00
kortschak
12944e05fb all: run gofmt -s 2017-12-15 09:57:09 +10:30
Brendan Tracey
6b603faff1 optimize/functions: Implement VSLE valley-shaped functions (#332)
* optimize/functions: Implement VSLE valley-shaped functions
2017-12-11 11:14:52 -07:00
Brendan Tracey
f465caccb0 optimize: Add CMA-ES Cholesky global optimization method (#276)
* optimize: Add CMA-ES Cholesky global optimization method
2017-11-25 21:17:26 -06:00
kortschak
fa0c5aa7bc all: use golang.org/x/exp/rand instead of math/rand 2017-11-17 11:52:34 +10:30
kortschak
805531d142 all: change capitalization of gonum in license header 2017-11-02 06:54:08 +10:30
Brendan Tracey
38fbc22caf optimize: Update documentation for Global and clean up usage of globa… (#265)
* optimize: Update documentation for Global and clean up usage of globalStatus
2017-10-17 09:15:41 -06:00
kortschak
862a4c5a4f mat: rename Vector->VecDense 2017-07-31 09:59:22 +09:30
kortschak
0f349255d4 README: update old repo READMEs 2017-07-10 07:03:44 +09:30
kortschak
8dc3a3df20 mat: move SolveCholesky* onto Cholesky 2017-07-06 13:49:14 +09:30
kortschak
7af70dd796 all: fix many go vet errors 2017-06-20 16:29:35 +09:30
kortschak
a1347c0243 all: fix spelling errors 2017-06-20 16:29:35 +09:30
Vladimir Chalupecky
985bce8af2 optimize/functions: use ++ and -- operators 2017-06-17 11:48:26 +02:00
Vladimir Chalupecky
a606d7a1eb optimize/functions: rename Schubert to Shubert 2017-06-17 11:48:26 +02:00
kortschak
33b5a66ba7 mat: remove View* methods 2017-06-17 06:45:53 +09:30
Brendan Tracey
9a50036ca1 Merge pull request #65 from gonum/redomat
matrix, all: combine matrix packages, change matrix to mat
2017-06-15 23:41:30 -06:00
Brendan Tracey
7a159c1266 Merge pull request #66 from gonum/vlsefuncs
optimize/functions: implement the many local minima functions in the …
2017-06-15 23:41:19 -06:00
Brendan Tracey
7a97baedff optimize/functions: implement the many local minima functions in the virtual library of simulation experiments 2017-06-15 20:42:22 -06:00
Brendan Tracey
9f4ea5ad20 optimize/functions: add BraninHoo test function 2017-06-14 11:21:41 -06:00
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
766d140e92 Add remaining canonical import paths 2017-05-25 21:01:46 -06:00
kortschak
37850ca814 all: add canonical imports 2017-05-25 16:07:18 +09:30
Brendan Tracey
e70111877f all: delete extra travis files 2017-05-23 00:03:46 -06:00
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