Awesome

= minimization

• http://github.com/clbustos/minimization

== DESCRIPTION:

Minimization algorithms on pure Ruby.

== FEATURES/PROBLEMS:

Unidimensional:

• Newton-Rahpson (requires first and second derivative)
• Golden Section
• Brent (Port of GSL code)

Multidimensional:

• Fletcher-Reeves (requires first derivative)
• Polak Rebirer (requires first derivative)
• Nelder-Mead
• Powell's method

If you needs speed, use gem gsl

== SYNOPSIS:

d=Minimization::Brent.new(-1000,20000 , proc {|x| x**2})

d.iterate

puts d.x_minimum puts d.f_minimum

== REQUIREMENTS:

• Pure Ruby

== INSTALL:

sudo gem install minimization

== API:

http://ruby-statsample.rubyforge.org/minimization/

== LICENSE:

BSD 2-clause (See LICENSE.txt)