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Ruby gem for finding minimum / maximum of functions using golden-section search

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wendelscardua/golden_section_search

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GoldenSectionSearch

Compute a local minimum / maximum of an arbitrary function

Installation

Add this line to your application's Gemfile:

gem 'golden_section_search'

And then execute:

$ bundle install

Or install it yourself as:

$ gem install golden_section_search

Usage

To find a local minimum of a function defined by a proc, between left_value and right_value, with some tolerance:

GoldenSectionSearch.find_minimum(proc, left_value, right_value, tolerance)

For finding a maximum value instead:

GoldenSectionSearch.find_maximum(proc, left_value, right_value, tolerance)

Tolerance can be omitted, the default value being 1.0e-5.

Development

After checking out the repo, run bin/setup to install dependencies. Then, run rake spec to run the tests. You can also run bin/console for an interactive prompt that will allow you to experiment.

To install this gem onto your local machine, run bundle exec rake install. To release a new version, update the version number in version.rb, and then run bundle exec rake release, which will create a git tag for the version, push git commits and tags, and push the .gem file to rubygems.org.

Contributing

Bug reports and pull requests are welcome on GitHub at https://github.com/wendelscardua/golden_section_search. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the code of conduct.

License

The gem is available as open source under the terms of the MIT License.

Code of Conduct

Everyone interacting in the GoldenSectionSearch project's codebases, issue trackers, chat rooms and mailing lists is expected to follow the code of conduct.

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Ruby gem for finding minimum / maximum of functions using golden-section search

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