brent-search

Brent's method for univariate function optimization.

Example

from brent_search import brent

def func(x, s):
  return (x - s)**2 - 0.8

r = brent(lambda x: func(x, 0), -10, 10)
print(r)

The output should be

(0.0, -0.8, 6)

Install

From command line, enter

pip install brent-search

Testing

python -c "import brent_search; brent_search.test()"

Documentation

Documentation

Authors

• Danilo Horta

Acknowledgements

• http://people.sc.fsu.edu/~jburkardt/c_src/brent/brent.c
• Numerical Recipes 3rd Edition: The Art of Scientific Computing
• https://en.wikipedia.org/wiki/Brent%27s_method

License

This project is licensed under the MIT License.