NelderMead reimplementation #951
Open
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
|
This is my first PR here, I am always happy about comments. The original algorithm differed from the NelderMead descriptions I found, the main changes should be:
|
|
@eriove Anything I should do to get the PR approved? |
|
@cdrnet Hi, just wanted to check if there is anything I should change in this PR? Or is there someone specific I should ask for feedback? |
|
I am interested in getting this PR merged! |
|
@BarkenBark Me too, but it seems there is no real response here. :( |
|
@cdrnet is there any reason why this hasn't been merged into the main code? Current version does seem prone to settling on a local minimum. |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
4 participants
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Reimplementation of NelderMead using https://www.scilab.org/sites/default/files/neldermead.pdf as the source for the algorithm. (This matches https://se.mathworks.com/help/matlab/math/optimizing-nonlinear-functions.html#bsgpq6p-11 for the default parameters).
The existing algorithm did differ quite a lot from the original. (#950)