/NLL

Negative Log Likelihood minimiser coded for the Computational Physics course Project B.

Primary LanguagePython

NLL

Negative Log Likelihood minimiser coded for the Computational Physics course Project B.

Five optimisation algorithms were coded for multi-dimensional numerical minimisation:

  • Gradient
  • Newton
  • Quasi-newton
  • Simulated Annealing
  • Nelder-Mead

Validation done with the scipy.optimize.fmin function which uses the Nelder-Mead algorithm.