benfred/fmin

This package implements some basic numerical optimization algorithms: Nelder-Mead, Gradient Descent, Wolf Line Search and Non-Linear Conjugate Gradient methods are all provided. Interactive visualizations with D3 explaining how these algorithms work are also included in this package. Descriptions of the algorithms as well as most of the visualizations are available on my blog post An Interactive Tutorial on Numerical Optimization. Uses the Nelder-Mead method to minimize a function f starting at location initial. The function f should compute both the loss and the gradient.