I’m currently looking for a lua alternative to the R programming languages; optim() function, if anyone knows how to deal with this?
I’m currently looking for a lua alternative to the R programming languages; optim() function,
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I’m currently looking for a lua alternative to the R programming languages; optim() function, if anyone knows how to deal with this?
http://numlua.luaforge.net/ looks interesting but doesn’t seem to have minimization. The most promising lead seems to be a Lua wrapper for GSL, which has a variety of multidimensional minimization algorithms included.
With derivatives
– BFGS (
method="BFGS"inoptim) and two conjugate gradient methods (Fletcher-Reeves and Polak-Ribiere) which are two of the three options available formethod="CG"inoptim.Without derivatives
– the Nelder-Mead simplex (
method="Nelder-Mead", the default inoptim).More specifically, see here for the Lua shell documentation covering minimization.
I agree with @Zack that you should try to use existing implementations if at all possible, and that you might need a little bit more background knowledge to know which algorithms will be useful for your particular problems …