Swiss Ephemeris / Nelder-Mead simplex
bachmeier via Digitalmars-d-announce
digitalmars-d-announce at puremagic.com
Mon Dec 22 12:46:21 PST 2014
On Monday, 22 December 2014 at 08:43:56 UTC, Laeeth Isharc wrote:
> Last one for a while, I think. I wish you all a very peaceful
> Christmas and New Year, and let's hope 2015 brings some more
> positive energy to the world.
>
> Links here:
> https://github.com/Laeeth/d_simplex
> https://github.com/Laeeth/d_swisseph
>
>
>
> 1. D bindings/wrappers for the swiss ephemeris
>
> http://www.astro.com/swisseph/swephinfo_e.htm
> "The SWISS EPHEMERIS is the high precision ephemeris developed
> by Astrodienst, largely based upon the DExxx ephemerides from
> NASA's JPL . The original release in 1997 was based on the
> DE405/406 ephemeris. Since release 2.00 in February 2014, it is
> based on the DE431 ephemeris released by JPL in September 2013".
>
> NB - Swiss Ephemeris is not free for commercial use.
> ====
> 2. D port of simple Nelder-Mead simplex minimisation (written
> by Michael F. Hutt in original C version) here. With
> constraints. From Wiki:
>
> https://en.wikipedia.org/wiki/Nelder-Mead_method
> "The Nelder–Mead method or downhill simplex method or amoeba
> method is a commonly used nonlinear optimization technique,
> which is a well-defined numerical method for problems for which
> derivatives may not be known. However, the Nelder–Mead
> technique is a heuristic search method that can converge to
> non-stationary points[1] on problems that can be solved by
> alternative methods".
> ====
>
> Links here:
> https://github.com/Laeeth/d_simplex
> https://github.com/Laeeth/d_swisseph
It's been ages since I read the paper, but there is a parallel
version of Nelder-Mead that is supposed to give very large
performance improvements, even when used on a single processor:
http://www.cs.ucsb.edu/~kyleklein/publications/neldermead.pdf
It is not difficult to implement. I may look into modifying your
code to implement it when I get some time.
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