Hello, Based on Apache common math, I have implemented some commonplace optimization algorithms that could be integrated in ACM. This includes
Gradient Descent Gradient descent - Wikipedia | | | | | | | | | | | Gradient descent - Wikipedia Gradient descent is generally attributed to Augustin-Louis Cauchy, who first suggested it in 1847.[1] Jacques Ha... | | | Newton Raphson Newton's method in optimization - Wikipedia | | | | | | | | | | | Newton's method in optimization - Wikipedia The central problem of optimization is minimization of functions. Let us first consider the case of univariate f... | | | BFGS Broyden–Fletcher–Goldfarb–Shanno algorithm - Wikipedia | | | | Broyden–Fletcher–Goldfarb–Shanno algorithm - Wikipedia Since the updates of the BFGS curvature matrix do not require matrix inversion, its computational complexity is ... | | | They are implemented in such a way that other algorithms of the same family (Newton) can be implemented easily from existing building blocks. I clone http://gitbox.apache.org/repos/asf/commons-math.git but I am a bit lost in the module structure. Should I put my code in one existing commons-math4-* module (if so which one?) or should I create a new module (for instance commons-math-optimization) ? Many thanks in advance François Laferrière
