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Brent's method for univariate function optimization

Project description

Travis AppVeyor Read the Docs (version)

Brent’s method for univariate function optimization.

Example

from brent_search import brent

def func(x, s):
  return (x - s)**2 - 0.8

r = brent(lambda x: func(x, 0), -10, 10)
print(r)

The output should be

(0.0, -0.8, 6)

Install

From command line, enter

pip install brent-search

Running the tests

Install dependencies

pip install -U pytest pytest-pep8

then run

python -c "import brent_search; brent_search.test()"

Authors

Acknowledgements

License

This project is licensed under the MIT License.

Project details


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