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- __builtin__.object
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- simplex_opt
- test_function
class simplex_opt(__builtin__.object) |
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Python implementaion of Nelder-Mead Simplex method
The first publication is By JA Nelder and R. Mead:
A simplex method for function minimization, computer journal 7(1965), 308-313
The routine is following the description by Lagarias et al:
Convergence properties of the nelder-mead simplex method in low dimensions SIAM J. Optim. Vol 9, No. 1, pp. 112-147
And a previous implementation in (c++) by Adam Gurson and Virginia Torczon can be found at:
http://www.cs.wm.edu/~va/software/SimplexSearch/AGEssay.html
User need to specifiy the dimension and an initial 'guessed' simplex (n*(n+1)) matrix
where n is the dimension
A minimum is desired for simplex algorithm to work well, as the searching is not bounded.
!! Target function should be modified to reflect specific purpose
Problems should be referred to haiguang.liu@gmail.com
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Methods defined here:
- FindCentroidPt(self)
- FindContractionPt(self)
- FindExpansionPt(self)
- FindMinMaxIndices(self)
- FindReflectionPt(self)
- GetResult(self)
- ReplaceSimplexPoint(self, vector)
- ShrinkSimplex(self)
- __init__(self, dimension, matrix, evaluator, tolerance=9.9999999999999995e-07, max_iter=1000000000.0, alpha=1.0, beta=0.5, gamma=2.0, sigma=0.5, monitor_cycle=20)
- explore(self)
- function(self, point)
- initialize(self, matrix)
- optimize(self)
Data descriptors defined here:
- __dict__
- dictionary for instance variables (if defined)
- __weakref__
- list of weak references to the object (if defined)
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