Minimize a multivariate function using Powell's Method
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> Minimize a multivariate function using Powell's Method
Minimizes a function of any number of variables using Powell's method with a full restart every n + 1 steps. It's useful and tested on a number of wikipedia's test functions for optimization, but it's not ready for scientific work. It uses a golden section line search so that it's maybe a bit slow but not gradient based. It's useful and hopefully robust enough, but you can do way better if you really need a robust and fast minimizer.
``
$ npm install minimize-powell
Minimize McCormick's function with initial guess [0, 0] within the region x ∈ [-1.5, 4] and y ∈ [-3, 4]:
`javascript`
require('minimize-powell')(
x => Math.sin(x[0] + x[1]) + Math.pow(x[0] - x[1], 2) - 1.5 x[0] + 2.5 x[1] + 1,
[0, 0],
{bounds: [[-1.5, 4], [-3, 4]]}
)
// => [ -0.5471975614863934, -1.547197546832775 ]
#### require('minimize-powell')(f, x0[, options])
Minimizes a function of x0.length variables where x0 is the initial guess and f is a function that takes Array x and returns the value of the function to be minimized. On successful completion, returns the argument x minimizing f.
Options:
- maxIter (default: 20): maximum allowed number of iterationstolerance
- (default: 1e-8): convergence tolerancelineTolerance
- (default: tolerance): 1-d line search tolerancebounds
- (default: undefined): variable bounds. Format: [[x0min, x0max], [x1min, x1max], ...]. If a set of bounds is not provided or a bound is undefined (or +/- Infinity), the bound is not used.verbose
- (default: false`): print iteration information
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[david-url]: https://david-dm.org/rreusser/minimize-powell