Purple is a comprehensive class library for numerical optimization
in the C++ programming language. It includes many example
objective functions and many optimization algorithms, as well as
different utilities for the solution of a wide range of problems.
The package comes with extensive documentation. Purple is placed
under the GNU Lesser General Public License.
The version 0 of Purple includes :
Several example objective functions:
- De Jong's function.
- Rosenbrock's function.
- Rastrigin's function.
Several optimization algorithms:
- Gradient descent.
- Conjugate gradient.
- Newton's method.
- Random search.
- Evolutionary algorithm.
- Vector class.
- Matrix class.
The package comes with the following documentation:
Purple 0 User's Guide (PDF).
Purple 0 Reference Manual (HTML).
Purple is written in ANSI C++ and should work on any compiler. So
far it has been tested in Linux with gcc and in
Windows with Dev-Cpp.
Download Purple A0