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fmin - Unconstrained function minimization in Javascript

  •    Javascript

Unconstrained function minimization in javascript. This package implements some basic numerical optimization algorithms: Nelder-Mead, Gradient Descent, Wolf Line Search and Non-Linear Conjugate Gradient methods are all provided.

cl-grnm - Common Lisp implementation of (grid restrained) Nelder-Mead

  •    Common

This package was originally written by Mario S. Mommer (2006), and this fork is maintained by Rigetti Computing. These common lisp sources contain two variants of the Nelder-Mead algorithm. The original algorithm [1] and a provably convergent, reliable variant by A. Bürmen et al [4], called the "Grid Restrained Nelder Mead Algorithm" (GRNMA).