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JuliaOpt/Optim.jl

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JuliaOpt / Optim.jl

Julia

Optimization functions for Julia


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Optim.jl

Univariate and multivariate optimization in Julia.

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Optimization

Optim.jl is a package for univariate and multivariate optimization of functions. A typical example of the usage of Optim.jl is

using Optim
rosenbrock(x) =  (1.0 - x[1])^2 + 100.0 * (x[2] - x[1]^2)^2
result = optimize(rosenbrock, zeros(2), BFGS())

This minimizes the Rosenbrock function

with a = 1, b = 100 and the initial values x=0, y=0. The minimum is at (a,a^2).

The above code gives the output

Results of Optimization Algorithm
 * Algorithm: BFGS
 * Starting Point: [0.0,0.0]
 * Minimizer: [0.9999999926033423,0.9999999852005353]
 * Minimum: 5.471433e-17
 * Iterations: 16
 * Convergence: true
   * |x - x'| < 1.0e-32: false 
     |x - x'| = 3.47e-07 
   * |f(x) - f(x')| / |f(x)| < 1.0e-32: false
     |f(x) - f(x')| / |f(x)| = NaN 
   * |g(x)| < 1.0e-08: true 
     |g(x)| = 2.33e-09 
   * stopped by an increasing objective: false
   * Reached Maximum Number of Iterations: false
 * Objective Calls: 53
 * Gradient Calls: 53

For more details and options, see the documentation (stable | latest).

Installation

The package is registered in METADATA.jl and can be installed with Pkg.add.

julia> Pkg.add("Optim")