= minimization
== DESCRIPTION:
Minimization algorithms on pure Ruby.
== FEATURES/PROBLEMS:
Unidimensional:
- Newton-Rahpson (requires first and second derivative)
- Golden Section
- Brent (Port of GSL code)
Multidimensional:
- Fletcher-Reeves (requires first derivative)
- Polak Rebirer (requires first derivative)
- Nelder-Mead
- Powell's method
If you needs speed, use rb-gsl
== SYNOPSIS:
d=Minimization::Brent.new(-1000,20000 , proc {|x| x**2})
d.iterate
puts d.x_minimum puts d.f_minimum
== REQUIREMENTS:
- Pure Ruby
== INSTALL:
sudo gem install minimization
== API:
http://ruby-statsample.rubyforge.org/minimization/
== LICENSE:
BSD 2-clause (See LICENSE.txt)