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Functions

func NelderMead

func NelderMead(config NelderMeadConfiguration) []float64

    NelderMead takes a configuration and returns a list of floats that can be plugged into the provided function to converge at the target value.

    Types

    type NelderMeadConfiguration

    type NelderMeadConfiguration struct {
    	// Target is the target we are trying to converge
    	// to.  Set this to positive or negative infinity
    	// to find the min/max.
    	Target float64
    	// Fn defines the function that Nelder Mead is going
    	// to call to determine if it is moving closer
    	// to convergence.  In all likelihood, the execution
    	// of this function is going to be the bottleneck.
    	// The second value returns a bool indicating if the
    	// calculated values are "good", that is, that no
    	// constraint has been hit.
    	Fn func([]float64) (float64, bool)
    	// Vars is a guess and will determine what other
    	// vertices will be used.  By convention, since
    	// this guess will contain as many numbers as the
    	// target function requires, the len of Vars determines
    	// the dimension of this problem.
    	Vars []float64
    }

      NelderMeadConfiguration is the struct that must be passed into the NelderMead function. This defines the target value, the function to be run, and a guess of the variables.