| 2007-09-07 |
stevenj | added my own implementation of controlled random search...
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commit | commitdiff | tree |
| 2007-09-06 |
stevenj | whoops!
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commit | commitdiff | tree |
| 2007-09-06 |
stevenj | fix comment
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commit | commitdiff | tree |
| 2007-09-06 |
stevenj | use clever O(1) algorithm from Knuth to find rightmost...
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commit | commitdiff | tree |
| 2007-09-06 |
stevenj | include "nlopt.h", not <nlopt.h>
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commit | commitdiff | tree |
| 2007-09-06 |
stevenj | added rb_tree_shift_keys
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commit | commitdiff | tree |
| 2007-09-06 |
stevenj | move redblack trees into libutil so they can be shared
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commit | commitdiff | tree |
| 2007-09-06 |
stevenj | allow NULL to be passed to sobol routines to fall back...
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commit | commitdiff | tree |
| 2007-09-06 |
stevenj | fixed documentation to reflect latest algs.
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commit | commitdiff | tree |
| 2007-09-05 |
stevenj | rename sobolseq.h to soboldata.h
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commit | commitdiff | tree |
| 2007-09-05 |
stevenj | tweak
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commit | commitdiff | tree |
| 2007-09-05 |
stevenj | copyright etc. comments
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commit | commitdiff | tree |
| 2007-09-05 |
stevenj | bug fix - missing 0's in Sobol ... now matches published...
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commit | commitdiff | tree |
| 2007-09-05 |
stevenj | added test integrand, sobol_skip, checked whether lookup...
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commit | commitdiff | tree |
| 2007-09-05 |
stevenj | comments
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commit | commitdiff | tree |
| 2007-09-05 |
stevenj | added sobol api to nlopt-util.h, split data into separate...
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commit | commitdiff | tree |
| 2007-09-05 |
stevenj | initial cut at Sobol sequence generator
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commit | commitdiff | tree |
| 2007-09-04 |
stevenj | added -C option to force contraints to be active
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commit | commitdiff | tree |
| 2007-09-04 |
stevenj | added TNEWTON (pnet) code from luksan
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commit | commitdiff | tree |
| 2007-09-04 |
stevenj | plip shouldn't reset nevals
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commit | commitdiff | tree |
| 2007-09-04 |
stevenj | support function handles from Matlab
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commit | commitdiff | tree |
| 2007-09-04 |
stevenj | mex file doesn't use usage.h
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commit | commitdiff | tree |
| 2007-09-04 |
stevenj | updated .m help
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commit | commitdiff | tree |
| 2007-09-04 |
stevenj | added Matlab plug-in
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commit | commitdiff | tree |
| 2007-09-03 |
stevenj | auto updating of constant .m files
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commit | commitdiff | tree |
| 2007-09-03 |
stevenj | added PLIS variable-metric methods
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commit | commitdiff | tree |
| 2007-09-03 |
stevenj | added original .for files; this will make it easier...
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commit | commitdiff | tree |
| 2007-09-03 |
stevenj | added more time checks
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commit | commitdiff | tree |
| 2007-09-03 |
stevenj | got plip_ to compile, basic changes for NLopt, no wrapper yet
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commit | commitdiff | tree |
| 2007-09-03 |
stevenj | added plip/pnet .txt files
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commit | commitdiff | tree |
| 2007-09-03 |
stevenj | added initial f2c conversions of plip and pnet
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commit | commitdiff | tree |
| 2007-09-03 |
stevenj | added luksan/ directory, which will eventually contain...
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commit | commitdiff | tree |
| 2007-09-03 |
stevenj | bug fix in grosenbrock gradient (no wonder StoGO etc...
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commit | commitdiff | tree |
| 2007-09-03 |
stevenj | rename fmin to minf to avoid conflict with C99 fmin...
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commit | commitdiff | tree |
| 2007-09-02 |
stevenj | whoops, fix gradient
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commit | commitdiff | tree |
| 2007-09-02 |
stevenj | added 1d test function
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commit | commitdiff | tree |
| 2007-09-02 |
stevenj | support all termination conditions in praxis
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commit | commitdiff | tree |
| 2007-09-02 |
stevenj | minor bug fixes, praxis now supports maxeval/maxtime...
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commit | commitdiff | tree |
| 2007-09-02 |
stevenj | dynamic allocation in praxis, pass stop parameter ...
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commit | commitdiff | tree |
| 2007-09-01 |
stevenj | update symbol names
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commit | commitdiff | tree |
| 2007-09-01 |
stevenj | added first cut at Praxis, renamed constants
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commit | commitdiff | tree |
| 2007-08-30 |
stevenj | added octave plug-in
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commit | commitdiff | tree |
| 2007-08-30 |
stevenj | success message
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commit | commitdiff | tree |
| 2007-08-30 |
stevenj | added 3 more test functions
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commit | commitdiff | tree |
| 2007-08-30 |
stevenj | reset age whenever we change a hyperrect
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commit | commitdiff | tree |
| 2007-08-30 |
stevenj | switch to "standard" DIRECT-L where we only pick one...
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commit | commitdiff | tree |
| 2007-08-30 |
stevenj | -m option is now relative to exact minimum
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commit | commitdiff | tree |
| 2007-08-30 |
stevenj | got rid of buggy f_recenter (Lagrange interpolation...
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commit | commitdiff | tree |
| 2007-08-30 |
stevenj | change MAXDEEP (maxiter) more dynamically
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commit | commitdiff | tree |
| 2007-08-29 |
stevenj | K can be arbitrarily large for rightmost point in hull
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commit | commitdiff | tree |
| 2007-08-29 |
stevenj | support calling both original and new DIRECT code,...
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commit | commitdiff | tree |
| 2007-08-29 |
stevenj | add options to use either original Fortran-derived...
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commit | commitdiff | tree |
| 2007-08-29 |
stevenj | fixed comment, added some basic argument checks
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commit | commitdiff | tree |
| 2007-08-29 |
stevenj | return more descriptive error code
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commit | commitdiff | tree |
| 2007-08-29 |
stevenj | whoops!
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commit | commitdiff | tree |
| 2007-08-29 |
stevenj | performance hack: exploit the fact that the x coordinates...
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commit | commitdiff | tree |
| 2007-08-29 |
stevenj | only check ftol on iterations where fmin decreased...
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commit | commitdiff | tree |
| 2007-08-29 |
stevenj | saner memory management (and better performance), improved...
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commit | commitdiff | tree |
| 2007-08-28 |
stevenj | changed rect so that (x,y) = (d,f) are in order
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commit | commitdiff | tree |
| 2007-08-28 |
stevenj | added printf
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commit | commitdiff | tree |
| 2007-08-28 |
stevenj | added rb_tree_find_le/gt test
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commit | commitdiff | tree |
| 2007-08-28 |
stevenj | bug fix in cdirect - handle case where different indices...
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commit | commitdiff | tree |
| 2007-08-27 |
stevenj | added f2c of Schabel tensor algorithm (still needs...
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commit | commitdiff | tree |
| 2007-08-27 |
stevenj | use red-black tree in cdirect instead of repeatedly...
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commit | commitdiff | tree |
| 2007-08-26 |
stevenj | comment
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commit | commitdiff | tree |
| 2007-08-26 |
stevenj | implemented a couple more division strategies
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commit | commitdiff | tree |
| 2007-08-26 |
stevenj | bug fix in Gablonsky measure for cdirect
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commit | commitdiff | tree |
| 2007-08-26 |
stevenj | added option to StoGO (currently disabled) to use NLopt...
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commit | commitdiff | tree |
| 2007-08-26 |
stevenj | add initial re-implementation of DIRECT (still too...
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commit | commitdiff | tree |
| 2007-08-25 |
stevenj | use HUGE_VAL instead of 1e6 for "infinity" in DIRECT
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commit | commitdiff | tree |
| 2007-08-25 |
stevenj | added simple convex test function
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commit | commitdiff | tree |
| 2007-08-25 |
stevenj | some rearrangement to allow us to swap in a different...
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commit | commitdiff | tree |
| 2007-08-25 |
stevenj | use nlopt_stopping in StoGO (currently only for maxevals...
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commit | commitdiff | tree |
| 2007-08-25 |
stevenj | prevent StoGO from redundant function evaluations
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commit | commitdiff | tree |
| 2007-08-25 |
stevenj | recenter coords so that starting guess is utilized...
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commit | commitdiff | tree |
| 2007-08-25 |
stevenj | support both randomized and deterministic versions...
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commit | commitdiff | tree |
| 2007-08-25 |
stevenj | bug fix in stogo - rm uninitialized read (doesn't change...
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commit | commitdiff | tree |
| 2007-08-25 |
stevenj | transpose [*][maxfuncs] arrays to [maxfuncs][*], so...
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commit | commitdiff | tree |
| 2007-08-24 |
stevenj | remove hard-coded limit on number of dimensions from...
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commit | commitdiff | tree |
| 2007-08-24 |
stevenj | clearer constants (but still hard-coded, ugh)
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commit | commitdiff | tree |
| 2007-08-24 |
stevenj | label maxfunc and maxdeep clearly
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commit | commitdiff | tree |
| 2007-08-24 |
stevenj | tweak
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commit | commitdiff | tree |
| 2007-08-24 |
stevenj | supported more stopping criteria in subplex (still...
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commit | commitdiff | tree |
| 2007-08-24 |
stevenj | some cleanups, bugfixes
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commit | commitdiff | tree |
| 2007-08-24 |
stevenj | added missing files
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commit | commitdiff | tree |
| 2007-08-24 |
stevenj | more documentation
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commit | commitdiff | tree |
| 2007-08-24 |
stevenj | added version number
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commit | commitdiff | tree |
| 2007-08-24 |
stevenj | no longer need time.h in StoGO
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commit | commitdiff | tree |
| 2007-08-24 |
stevenj | added common random-number generation and timer utilities
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commit | commitdiff | tree |
| 2007-08-24 |
stevenj | support for bound constraints in NLOPT_LOCAL_SUBPLEX
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commit | commitdiff | tree |
| 2007-08-24 |
stevenj | support both Jones and Gablonsky direct variants
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commit | commitdiff | tree |
| 2007-08-24 |
stevenj | got MIT-license permission from K. Madsen, author of...
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commit | commitdiff | tree |
| 2007-08-24 |
stevenj | some doc clarifications
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commit | commitdiff | tree |
| 2007-08-24 |
stevenj | start at man page.
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commit | commitdiff | tree |
| 2007-08-24 |
stevenj | whoops
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commit | commitdiff | tree |
| 2007-08-23 |
stevenj | added 9 more test functions
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commit | commitdiff | tree |
| 2007-08-23 |
stevenj | include copies of (unpublished) paper and technical...
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commit | commitdiff | tree |
| 2007-08-23 |
stevenj | added test program and some test objectives
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commit | commitdiff | tree |
| 2007-08-23 |
stevenj | autoconfiscated, and got to compile
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commit | commitdiff | tree |
| 2007-08-23 |
stevenj | initial checkins
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commit | commitdiff | tree |
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