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  • License MIT

Direct - DIviding RECTangles optimization algorithm

Package Exports

  • ml-direct

This package does not declare an exports field, so the exports above have been automatically detected and optimized by JSPM instead. If any package subpath is missing, it is recommended to post an issue to the original package (ml-direct) to support the "exports" field. If that is not possible, create a JSPM override to customize the exports field for this package.

Readme

ml-direct

NPM version npm download

Direct - DIviding RECTangles algorithm.

The algorithm is intended to minimize real valued multivariate scalar fields over a hyper-rectangular region of N, theoretically the only prerequisite to achieve convergence is that the function must be continuous in the domain or at least continuous over a neighborhood of the global minimum.

A tool for global optimization of real valued functions .

Installation

$ npm i ml-direct

Usage

import direct from 'ml-direct';

const options = {
    iterations: 25,
};

const lowerBoundaries = [-5, 3];
const upperBoundaries = [4, -2];

const quadratic = function (x) {
  let result = 0;
  for (let i = 0; i < x.length; i++) {
    result += Math.pow(x[i], 2);
  }
  return result;
};

const predicted = Direct(
    quadratic,
    lowerBoundaries,
    upperBoundaries,
    options,
);

// predicted.minFunctionValue = 0
// Array.from(predicted.optimum[0]) = [0, 0];

API Documentation

License

MIT