benfred/fmin

Unconstrained function minimization in Javascript

fmin's Issues

Security: Update dependencies

"fmin": "0.0.2" contains dependencies:

"tape": "4",
"uglify-js": "^2.6.0",

which both have vulnerabilities with fixes

If Wolfe conditions not met, conjugateGradient runs through all iterations silently...

I think if the Wolfe conditions are not met and "a" in the loop below is zero, the code simply runs through maxIterations without reporting it or making in progress. If the user is unaware of this, it effectively creates an infinite loop where no progress is made.

I'm not sure how to solve this, but I would recommend simply "failing fast" by through an error if "a" is returned as 0 from wolfeLineSearch. Through an error back and let the user deal with it.

for (var i = 0; i < maxIterations; ++i) {
a = wolfeLineSearch(f, pk, current, next, a);

        // todo: history in wrong spot?
        if (params.history) {
            params.history.push({x: current.x.slice(),
                                 fx: current.fx,
                                 fxprime: current.fxprime.slice(),
                                 alpha: a});
        }

// console.log("XXX",i,current.x,current.fx,a);

    // NOTE: I think there is a bug here.  If a == 0, then we run throguh
    // all iterations without making any change at all; we are not using i.
    // If the Wolfe conditions fail, we should abort immediately or do something else.
        if (!a) {
            // faiiled to find point that satifies wolfe conditions.
            // reset direction for next iteration
            scale(pk, current.fxprime, -1);

        } else {
            // update direction using Polak–Ribiere CG method
            weightedSum(yk, 1, next.fxprime, -1, current.fxprime);

            var delta_k = dot(current.fxprime, current.fxprime),
                beta_k = Math.max(0, dot(yk, next.fxprime) / delta_k);

            weightedSum(pk, beta_k, pk, -1, next.fxprime);

            temp = current;
            current = next;
            next = temp;
        }

        if (norm2(current.fxprime) <= 1e-5) {
            break;
        }
    }

    if (params.history) {
        params.history.push({x: current.x.slice(),
                             fx: current.fx,
                             fxprime: current.fxprime.slice(),
                             alpha: a});
    }

    return current;
}

Can you release the latest version of fmin?

I found that fmin had been modified in 2018 without a new release. Can you release the latest version of fmin?

How to change contour plot color?

Hello,

I saw details on:
https://libraries.io/npm/contour_plot
But how it's binded on fmin?

Thanks

vite打包报错

1.vue2项目
2.webpack打包的时候没有问题，换成vite打包出现
node_modules/venn.js/src/layout.js:1:76: error: Could not resolve "../node_modules/fmin/index.js"
1 │ import { nelderMead, bisect, conjugateGradient, zeros, zerosM, norm2 } from '../node_modules/fmin/index.js'
╵ ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

node_modules/venn.js/src/diagram.js:6:27: error: Could not resolve "../node_modules/fmin/index.js"
6 │ import { nelderMead } from '../node_modules/fmin/index.js'
╵ ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

error when starting dev server:
Error: Build failed with 2 errors:
node_modules/venn.js/src/diagram.js:6:27: error: Could not resolve "../node_modules/fmin/index.js"
node_modules/venn.js/src/layout.js:1:76: error: Could not resolve "../node_modules/fmin/index.js"
at failureErrorWithLog (E:\cms_working\jifen-cms\jifen-cms\node_modules\esbuild\lib\main.js:1493:15)
at E:\cms_working\jifen-cms\jifen-cms\node_modules\esbuild\lib\main.js:1151:28
at runOnEndCallbacks (E:\cms_working\jifen-cms\jifen-cms\node_modules\esbuild\lib\main.js:941:63)
at buildResponseToResult (E:\cms_working\jifen-cms\jifen-cms\node_modules\esbuild\lib\main.js:1149:7)
at E:\cms_working\jifen-cms\jifen-cms\node_modules\esbuild\lib\main.js:1258:14
at E:\cms_working\jifen-cms\jifen-cms\node_modules\esbuild\lib\main.js:629:9
at handleIncomingPacket (E:\cms_working\jifen-cms\jifen-cms\node_modules\esbuild\lib\main.js:726:9)
at Socket.readFromStdout (E:\cms_working\jifen-cms\jifen-cms\node_modules\esbuild\lib\main.js:596:7)
at Socket.Readable.push (node:internal/streams/readable:226:10)
at Pipe.onStreamRead (node:internal/stream_base_commons:190:23)

can't npm install (using node v8.7.0)

When I npm install fmin, I get

npm ERR! code MODULE_NOT_FOUND
npm ERR! Cannot find module 'internal/errors'

npm ERR! A complete log of this run can be found in:
npm ERR!     /Users/roberto/.npm/_logs/2018-02-09T19_26_55_019Z-debug.log

No graphs on Safari

Hello --

The current version of Safari on OSX 10.10.5 doesn't like something about your Javascript. It complains about an "unexpected token '>'" at fmin_vis.js:320 and doesn't show the animations.

Thanks!

Nealder-Mead fails for Goldman-Price

Any idea why nealder-mead fails for the Goldman-Price function?

Goldman-Price is well behavied and it's usually used as test function.
https://en.wikipedia.org/wiki/Test_functions_for_optimization

var fmin = require("fmin");

// https://en.wikipedia.org/wiki/File:Goldstein_Price_function.pdf
function goldsteinPrice(x, y) {
    return (
        (1 + Math.pow(x + y + 1, 2) * (19 - 14 * x + 3 * x * x - 14 * y + 6 * x * x + 3 * y * y)) * (30 + Math.pow(2 * x - 3 * y, 2) * (18 - 32 * x + 12 * x * x + 48 * y - 36 * x * y + 27 * y * y))
    );
}

// var res = fmin.nelderMead((x) => goldsteinPrice(x[0], x[1]), [0.2, -0.18]); // Works
var res = fmin.nelderMead((x) => goldsteinPrice(x[0], x[1]), [0.2, -0.17]); // Fails
console.log(JSON.stringify(res)); // Should be x=0, y=-1

Nelder-Mead minTolerance not parsed from parameters passed

This looks to be a bug in the N-M implementation:

minErrorDelta = parameters.minErrorDelta || 1e-6,
minTolerance = parameters.minErrorDelta || 1e-5,

Can you publish new version to include package.json dependencies changes

I found you move some development dependencies to devDependencies. That's great, I want to use it.

But no new version published. Can you publish a version to include this change?

fmin_vis.js ERR_FILE_NOT_FOUND

Hello,

On the release build the fmin_vis.js is not provided.
So any sample are testable.

Thanks