Implement a function minimization algorithm
86
votes
started
4 comments
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Tom Robinson
commented
Optimisation methods would be very useful.
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Greg
commented
What do you guys think about a Levenberg–Marquardt algorithm? It wouldn't be to hard to port over.
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marcochiarini
commented
Hi guys! in my opinion efforts should be addressed to the general formulation:
Min f(x)
xs.t. g(x) <= K
This wold make Math.NET really powerful.
Regards,
Marco
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David Cuccia
commented
Hear hear!