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optimization.cabal
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name: optimization
category: Math
version: 0.1.9
license: BSD3
cabal-version: >= 1.10
license-file: LICENSE
author: Ben Gamari
maintainer: Ben Gamari <[email protected]>
stability: experimental
homepage: http://github.com/bgamari/optimization
bug-reports: http://github.com/bgamari/optimization/issues
copyright: Copyright (C) 2013 Ben Gamari
synopsis: Numerical optimization
tested-with: GHC==8.0.2, GHC==8.2.2, GHC==8.4.3, GHC==8.6.4
description:
These are a set of implementations of various numerical optimization
methods in Haskell. Note that these implementations were originally
written as part of a class project; while at one point they worked
no attention has been given to numerical stability or the many other
potential difficulties of implementing robust numerical
methods. That being said, they should serve to succinctly illustrate
a number of optimization techniques from the modern optimization
literature.
.
Those seeking a high-level overview of some of these methods are
referred to Stephen Wright's excellent tutorial from NIPS 2010
<http://videolectures.net/nips2010_wright_oaml/>. A deeper
introduction can be found in Boyd and Vandenberghe's /Convex
Optimization/ which available freely online,
<http://web.stanford.edu/~boyd/cvxbook/>. Vandenberghe's lecture
at the 2009 Machine Learning Summer School may also be of interest
<http://videolectures.net/mlss09uk_vandenberghe_co/>.
build-type: Simple
extra-source-files:
.ghci
.gitignore
.travis.yml
.vim.custom
CHANGELOG.markdown
HLint.hs
README.markdown
travis/cabal-apt-install
travis/config
source-repository head
type: git
location: git://github.com/bgamari/optimization.git
library
hs-source-dirs: src
default-language: Haskell2010
ghc-options: -Wall -fno-warn-type-defaults
build-depends:
base >= 4.4 && < 5,
vector >= 0.10 && < 1.0,
ad >= 3.4 && < 4.4,
linear >= 1.16 && < 2.0,
semigroupoids >= 3.0 && < 6.0,
distributive >= 0.3 && < 0.6
exposed-modules:
Optimization.LineSearch
Optimization.LineSearch.ConjugateGradient
Optimization.LineSearch.BarzilaiBorwein
Optimization.LineSearch.SteepestDescent
Optimization.LineSearch.MirrorDescent
Optimization.LineSearch.BFGS
Optimization.TrustRegion.Nesterov1983
Optimization.TrustRegion.Fista
Optimization.TrustRegion.Newton
Optimization.Constrained.Penalty
Optimization.Constrained.ProjectedSubgradient