The goal of this package is to provide a building block for a large class of
specialized optimization methods. This packages manages:
- the number of variables,
- the minimum and maximum bounds,
- the number of non linear inequality constraints,
- the cost function,
- the logging system,
- various termination criteria,
- etc...
Features
The following is a list of features the optimbase toolbox currently provided:
- Manage cost function
- optionnal additionnal argument
- direct communication of the task to perform: cost function or
inequality constraints
Manage various termination criteria, including:
- maximum number of iterations,
- tolerance on function value (relative or absolute),
- tolerance on the vector of estimated parameter
x (relative or
absolute),
- maximum number of evaluations of the cost function,
Manage the history of the convergence, including:
- history of function values,
- history of optimum point.
Provide query features for
- the status of the optimization process,
- the number of iterations,
- the number of function evaluations,
- function value at initial point,
- function value at optimal point,
- the optimum parameters,
- etc...