rugheid / Swift-MathEagle

A general math framework to make using math easy. Currently supports function solving and optimisation, matrix and vector algebra, complex numbers, big int, big frac, big rational, graphs and general handy extensions and functions.
MIT License
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Add more optimization routines #4

Open anthonyclays opened 9 years ago

anthonyclays commented 9 years ago

The only optimization procedure currently implemented is the golden section method. Optimization of functions with more than one variable (most notable Rosenbrock's function) is impossible without other methods.

Some initial suggestions:

For a well-written, high-level, fast and clear example of those (and other) routines, I highly recommend checking out Optim.jl.