Brent (FSharp.Stats)

Brent Module

Namespace: FSharp.Stats.Optimization
Assembly: FSharp.Stats.dll

Functions and values

Function or value	Description
`maximize f lowerBound upperBound` Full Usage: `maximize f lowerBound upperBound` Parameters: f : `float -> float` - lowerBound : `float` - upperBound : `float` - Returns: `float option`	Finds the maximum in the given function between the lower and upper boundary with tolerance 10^-7 via brent search. Returns None if 100 iterations are reached. f : `float -> float` lowerBound : `float` upperBound : `float` Returns: `float option` Example
`maximizeWith f lowerBound upperBound tolerance maxIterations` Full Usage: `maximizeWith f lowerBound upperBound tolerance maxIterations` Parameters: f : `float -> float` - lowerBound : `float` - upperBound : `float` - tolerance : `float` - maxIterations : `int` - Returns: `float option`	Finds the maximum in the given function between the lower and upper boundary with given tolerance via brent search. Returns None if maxiterations are reached. f : `float -> float` lowerBound : `float` upperBound : `float` tolerance : `float` maxIterations : `int` Returns: `float option` Example
`minimize f lowerBound upperBound` Full Usage: `minimize f lowerBound upperBound` Parameters: f : `float -> float` - lowerBound : `float` - upperBound : `float` - Returns: `float option`	Finds the minimum in the given function between the lower and upper boundary with tolerance 10^-7 via brent search. Returns None if 100 iterations are reached. f : `float -> float` lowerBound : `float` upperBound : `float` Returns: `float option` Example
`minimizeWith f lowerBound upperBound tolerance maxIterations` Full Usage: `minimizeWith f lowerBound upperBound tolerance maxIterations` Parameters: f : `float -> float` - lowerBound : `float` - upperBound : `float` - tolerance : `float` - maxIterations : `int` - Returns: `float option`	Finds the minimum in the given function between the lower and upper boundary with given tolerance via brent search. Returns None if maxiterations are reached. f : `float -> float` lowerBound : `float` upperBound : `float` tolerance : `float` maxIterations : `int` Returns: `float option` Example