ml-direct

ml-direct

Direct - DIviding RECTangles algorithm.

The algorithm is intended to minimize real valued multivariate scalar fields over a hyper-rectangular region of N, theoretically the only prerequisite to achieve convergence is that the function must be continuous in the domain or at least continuous over a neighborhood of the global minimum.

Advanced example

import direct from 'ml-direct';

    const options = {
      iterations: 50,
    };

    const lowerBoundaries = [-1, -1.5];
    const upperBoundaries = [2, 6];

    const predicted = direct(
      griewank,
      lowerBoundaries,
      upperBoundaries,
      options,
    );

    function griewank(x) {
      let d = x.length;
      let s = 0;
      let p = 1;
      for (let i = 0; i < d; i++) {
        s += Math.pow(x[i], 2) / Math.sqrt(4000);
        p *= Math.cos(x[i] / Math.sqrt(i + 1));
      }
      let result = s - p + 1;
      return result;
    }

// predicted.minFunctionValue = 0;
// predicted.optima[0] = [0, 0]; This are the points where the function has minimum value

A tool for global optimization of real valued functions .

Installation

$ npm i ml-direct

Usage

import direct from 'ml-direct';

const options = {
    iterations: 25,
};

// for x we explore values between -5 and 4
// for y we explore values between -2 and 3

const lowerBoundaries = [-5, -2]; 
const upperBoundaries = [4, 3];

const quadratic = function (parameters) {
  let [x, y] = parameters;
  return Math.pow(x, 2) + Math.pow(y, 2);
};

const predicted = direct(
    quadratic,
    lowerBoundaries,
    upperBoundaries,
    options,
);

// predicted.minFunctionValue = 0;
// predicted.optima[0] = [0, 0];

API Documentation

References

• Jones, D. R., Perttunen, C. D., & Stuckman, B. E. (1993). Lipschitzian optimization without the Lipschitz constant. Journal of optimization Theory and Applications, 79(1), 157-181.

• Björkman, M., & Holmström, K. (1999). Global optimization using the DIRECT algorithm in Matlab.

• Preparata, F. P., & Shamos, M. I. (2012). Computational geometry: an introduction. Springer Science & Business Media.

License

MIT

Changelog

0.1.0 (2020-11-06)

Features

• Improve documentation (#24) (e543ec5), closes #22

Bug Fixes

• add griewank in the README (92a1023)
• antiLowerConvexHull testcase close #15 (0b55f74)
• finding minimum indices function (07ae913)