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MCMC_Monte_Carlo_Markov_Chain_with_Simulated_Annealing_in_Odin

c78ec49library

A very simple optimizer that can produce good results without derivatives.

2Open repo
No license · updated 9 months ago

MCMC Monte Carlo Markov Chain with Simulated Annealing in Odin

A very simple optimizer that can produce good results without derivatives.

Description

This is a simple implementation of a MCMC Monte Carlo Markov Chain with Simulated Annealing that uses the function Rosenbrock has a objective function. It can solve in little time until Rosenbrock 6 vriables.

License

MIT Open Source License

Have fun

Best regards, Joao Carvalho