From: Brook Milligan (brook_at_[hidden])
Date: 2007-01-08 17:39:56
I just joined the Boost community in order to begin a discussion of
the merits of creating a library for function optimization. As a
result, I discovered this thread on statistical distributions and
mathematical special functions. This library has a single function
minimization algorithm: Brent's one-dimensional parabolic
interpolation. For my own work, I have implemented two other function
optimization methods, neither of which are limited to one-dimensional
problems and both of which are suitable for either minimization or
maximization (or any other arbitrary ordering, for that matter).. The
existing Brent's algorithm could be similarly generalized to handle
orderings other than minimization. In addition, there are many other
algorithms that could be included within an optimization library.
This leads me to a general question about the library under discussion
and the bit that I have been working on. Does it make sense to factor
out the Brent's algorithm code and add it with mine into a new
optimization library, or is it preferable to integrate my algorithms
into the larger library? Given the early stage of development of
optimization within the current library (compared. for example, with
the diversity of statistical and mathematical functions), which is the
best pathway to follow?
As a new member of the Boost community, I appreciate your guidance.
Boost list run by bdawes at acm.org, gregod at cs.rpi.edu, cpdaniel at pacbell.net, john at johnmaddock.co.uk