digitalmars.D.announce - Swiss Ephemeris / Nelder-Mead simplex
- Laeeth Isharc (29/29) Dec 22 2014 Last one for a while, I think. I wish you all a very peaceful
- bachmeier (7/37) Dec 22 2014 It's been ages since I read the paper, but there is a parallel
- "Marc =?UTF-8?B?U2Now7x0eiI=?= <schuetzm gmx.net> (3/9) Dec 22 2014 It will certainly also be advantageous to pass the functions as
- Laeeth Isharc (8/19) Dec 22 2014 Thanks, Marc. I appreciate the pointer, and if you do have time
- alstonamos (2/2) Apr 12 2016 very nice post..
Last one for a while, I think. I wish you all a very peaceful Christmas and New Year, and let's hope 2015 brings some more positive energy to the world. Links here: https://github.com/Laeeth/d_simplex https://github.com/Laeeth/d_swisseph 1. D bindings/wrappers for the swiss ephemeris http://www.astro.com/swisseph/swephinfo_e.htm "The SWISS EPHEMERIS is the high precision ephemeris developed by Astrodienst, largely based upon the DExxx ephemerides from NASA's JPL . The original release in 1997 was based on the DE405/406 ephemeris. Since release 2.00 in February 2014, it is based on the DE431 ephemeris released by JPL in September 2013". NB - Swiss Ephemeris is not free for commercial use. ==== 2. D port of simple Nelder-Mead simplex minimisation (written by Michael F. Hutt in original C version) here. With constraints. From Wiki: https://en.wikipedia.org/wiki/Nelder-Mead_method "The Nelder–Mead method or downhill simplex method or amoeba method is a commonly used nonlinear optimization technique, which is a well-defined numerical method for problems for which derivatives may not be known. However, the Nelder–Mead technique is a heuristic search method that can converge to non-stationary points[1] on problems that can be solved by alternative methods". ==== Links here: https://github.com/Laeeth/d_simplex https://github.com/Laeeth/d_swisseph
Dec 22 2014
On Monday, 22 December 2014 at 08:43:56 UTC, Laeeth Isharc wrote:Last one for a while, I think. I wish you all a very peaceful Christmas and New Year, and let's hope 2015 brings some more positive energy to the world. Links here: https://github.com/Laeeth/d_simplex https://github.com/Laeeth/d_swisseph 1. D bindings/wrappers for the swiss ephemeris http://www.astro.com/swisseph/swephinfo_e.htm "The SWISS EPHEMERIS is the high precision ephemeris developed by Astrodienst, largely based upon the DExxx ephemerides from NASA's JPL . The original release in 1997 was based on the DE405/406 ephemeris. Since release 2.00 in February 2014, it is based on the DE431 ephemeris released by JPL in September 2013". NB - Swiss Ephemeris is not free for commercial use. ==== 2. D port of simple Nelder-Mead simplex minimisation (written by Michael F. Hutt in original C version) here. With constraints. From Wiki: https://en.wikipedia.org/wiki/Nelder-Mead_method "The Nelder–Mead method or downhill simplex method or amoeba method is a commonly used nonlinear optimization technique, which is a well-defined numerical method for problems for which derivatives may not be known. However, the Nelder–Mead technique is a heuristic search method that can converge to non-stationary points[1] on problems that can be solved by alternative methods". ==== Links here: https://github.com/Laeeth/d_simplex https://github.com/Laeeth/d_swissephIt's been ages since I read the paper, but there is a parallel version of Nelder-Mead that is supposed to give very large performance improvements, even when used on a single processor: http://www.cs.ucsb.edu/~kyleklein/publications/neldermead.pdf It is not difficult to implement. I may look into modifying your code to implement it when I get some time.
Dec 22 2014
On Monday, 22 December 2014 at 20:46:23 UTC, bachmeier wrote:It's been ages since I read the paper, but there is a parallel version of Nelder-Mead that is supposed to give very large performance improvements, even when used on a single processor: http://www.cs.ucsb.edu/~kyleklein/publications/neldermead.pdf It is not difficult to implement. I may look into modifying your code to implement it when I get some time.It will certainly also be advantageous to pass the functions as aliases, so that they can get inlined.
Dec 22 2014
On Monday, 22 December 2014 at 21:39:08 UTC, Marc Schütz wrote:On Monday, 22 December 2014 at 20:46:23 UTC, bachmeier wrote:Thanks, Marc. I appreciate the pointer, and if you do have time to look at the code. I confess that it can't really be called my own implementation as I simply ported it to D. There is some more clever stuff within quantlib (c++ project), but I quite liked the idea of starting with this one as it is simple, and speed is not yet vital at this stage. Laeeth.It's been ages since I read the paper, but there is a parallel version of Nelder-Mead that is supposed to give very large performance improvements, even when used on a single processor: http://www.cs.ucsb.edu/~kyleklein/publications/neldermead.pdf It is not difficult to implement. I may look into modifying your code to implement it when I get some time.It will certainly also be advantageous to pass the functions as aliases, so that they can get inlined.
Dec 22 2014
alstonamos <alstonamos gmail.com>