/Levenberg_Manquardt

Levenberg-Manquardt and another algorithms for cost function optimization

Primary LanguagePython

Levenberg_Manquardt

Python implementation of Steepest descent, Newton, Gauss-Newton, Levenberg_Manquardt for optimization problems. Module can be used on various functions. It provided with Rosenbrock function as example. Automatically creates images every N iterations, assemble them into .git file and show in WebBrowser.

Dependencies: -numpy -matplotlib -ffmpeg(for creating .gif files).You can get it at https://ffmpeg.zeranoe.com/builds/ (static library) Ensure ffmpeg is available from command line. ADD IT TO YOUR $PATH if you are using Windows