Optimisation lib C# Monte-Carlo Nelder-Mead Genetic algo

[John TRD]

Hello,Help to find library
What i am looking for is like brute force function optimisation like Nelder-Mead (with boune range start, end but with step option
integer only numbers
function FuncSample(int x,int y,int z){ return x*y +z}
Parameters For X (Start 0, End 100, Step 2)
Parameters For y (Start 0, End 100, Step 2)
Parameters For Z (Start 5, End 20, Step 5)
Optimiser.Solver(FuncSample,X,Y,Z);

 

[Daniel Duffy]

What about
http://www.alglib.net/optimization/
or Matlab?

 

[John TRD]

matlab don't like but alglib looks intresting.Thanks

 

[Daniel Duffy]

matlab don't like but alglib looks intresting.Thanks

I used Marquardt Levenberg in alglib.

Maybe this (I have not used it)

http://numerics.mathdotnet.com/

 

[John TRD]

I used Marquardt Levenberg in alglib.

Maybe this (I have not used it)

http://numerics.mathdotnet.com/

Did you tried genetic algorithms?

 

[Daniel Duffy]

Did you tried genetic algorithms?

Yes, differential evolution(DE) in fact, in C++ based on this paper.


Differential Evolution – A Simple and Efficient


Heuristic for Global Optimization over Continuous

Spaces

RAINER STORN


KENNETH PRICE