Function fitBrent

fitBrent(target: TargetFn<number>, lower: number, upper: number, control?: Partial<BrentControlParam>, maxIterations?: number): { converged: boolean; data: any; evaluations: number; iterations: number; location: number; value: number }

Run the Brent 1d minimisation on a target function. This is a convenience function and offers little control but a compact interface. For more control, use Brent directly.

Returns
See Brent.result for details
Parameters
- target: TargetFn<number>
  
  The function to be minimised
- lower: number
  
  The lower bound of the interval to search in
- upper: number
  
  The upper bound of the interval to search in
- control: Partial<BrentControlParam> = {}
  
  Control parameters for the optimisation
- maxIterations: number = Infinity
  
  The maximum number of iterations of the algorithm (calls to Brent.step()) to take. Because the algorithm is guaranteed to converge, a value of Infinity is safe, and is the default.
Returns { converged: boolean; data: any; evaluations: number; iterations: number; location: number; value: number }
- converged: boolean
  
  Has the algorithm converged?
- data: any
  
  Any additional data returned by the target function, for this point
- evaluations: number
  
  The number of times that target has been called so far
- iterations: number
  
  The number of times that step has been called so far
- location: number
  
  The best found location
- value: number
  
  The value of target(location)

Generated using TypeDoc