Skip to main content

Nelder-Mead for numerical optimization in Python

Project description

# neldermead

Nelder-Mead implementation

[![CircleCI](https://circleci.com/gh/nmasahiro/neldermead.svg?style=shield)](https://circleci.com/gh/nmasahiro/neldermead)

## Getting Started


### Prerequisites

You need only [NumPy](http://www.numpy.org/) that is the package for scientific computing.

### Installing

Please run the following command.

```bash
$ pip install neldermead
```

## Example

This is a simple example that objective function is sphere function.

```python
import numpy as np
from neldermead import NelderMead

dim = 3
f = lambda x: np.sum(x**2)
simplex = np.zeros([dim, dim + 1])
for i in range(dim + 1):
simplex[:, i] = np.array([np.random.rand() for _ in range(dim)])
nm = NelderMead(dim, f, simplex)

x_best, f_best = nm.optimize(100)
print("x_best:{}, f_best:{}".format(x_best, f_best))
#x_best:[[-1.48045204e-08]
# [-1.80962770e-08]
# [ 5.08040874e-08]], f_best:3.1277043680572982e-15
```


## Versioning

We use [SemVer](http://semver.org/) for versioning. For the versions available, see the [tags on this repository](https://github.com/nmasahiro/neldermead/tags).


## License

This project is licensed under the MIT License - see the [LICENSE](https://github.com/nmasahiro/neldermead/blob/master/LISENCE) file for details


Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

neldermead-0.0.12.tar.gz (3.1 kB view hashes)

Uploaded source

Built Distribution

neldermead-0.0.12-py3-none-any.whl (3.3 kB view hashes)

Uploaded py3

Supported by

AWS AWS Cloud computing Datadog Datadog Monitoring Facebook / Instagram Facebook / Instagram PSF Sponsor Fastly Fastly CDN Google Google Object Storage and Download Analytics Huawei Huawei PSF Sponsor Microsoft Microsoft PSF Sponsor NVIDIA NVIDIA PSF Sponsor Pingdom Pingdom Monitoring Salesforce Salesforce PSF Sponsor Sentry Sentry Error logging StatusPage StatusPage Status page