Hi,
I would to know if there is some libraries with general algorithm for
Optimum search.
Exemple: I have some function
res := error_estimate(x real, y real, z real, t real)
I wrote a function that
set of res := iterate(nb_iteration, start_x real, step_x real, ....
that return a
res := ROW(best_x, best_y, best_z, best_t, best_res)
But each time I want to test a new function, I have to write a new
iterete one too.
I would like to know if someone as already writen something like
row(array{{dimension, value, step}}, best_value) := optimum_search
( function_name, array{{dimension, start, step}}, max_iteration,
min_delta)
Note: the function I try to find optimum is enough smooth to do a
gradient search.
I would appreciate any information.
JG Pailloncy