mopti 0.1.0

checksums.yaml

@@ -0,0 +1,7 @@
+---
+SHA256:
+  metadata.gz: a94c3e3b4ecd74032308bd83bd3b018f23469b90cee573456638888c88649c72
+  data.tar.gz: bd9c811610325eba50c2ba7659fa514ad6c84c3dd6b1ee7559999a08d6928812
+SHA512:
+  metadata.gz: 759379528285a342e0228fa6199a1f4babf217e173b8f836b701e3faa5203af8783bf4f97e6d873a1af38d7d915f98e94c1021618d39503f505b341bb46f87b0
+  data.tar.gz: 6f2f010305f6b217da688f7ab0b4ed7328b06e97fbc8ccd792ec9f0360448883584652474cb55d59f63ce36d6e4668a39359c58c33dcba194589d09509888352

data/.github/workflows/build.yml

@@ -0,0 +1,24 @@
+name: Ruby
+
+on: [push]
+
+jobs:
+  build:
+
+    runs-on: ubuntu-latest
+    
+    strategy:
+      matrix:
+        ruby: ['2.4.x', '2.5.x', '2.6.x', '2.7.x']
+
+    steps:
+    - uses: actions/checkout@v2
+    - name: Set up Ruby
+      uses: actions/setup-ruby@v1
+      with:
+        ruby-version: ${{ matrix.ruby }}
+    - name: Build and test with Rake
+      run: |
+        gem install bundler
+        bundle install --jobs 4 --retry 3
+        bundle exec rake

data/.gitignore

@@ -0,0 +1,17 @@
+/.bundle/
+/.yardoc
+/_yardoc/
+/coverage/
+/doc/
+/pkg/
+/spec/reports/
+/tmp/
+
+# rspec failure tracking
+.rspec_status
+
+*.swp
+*.bundle
+tags
+.DS_Store
+.ruby-version

data/.rspec

@@ -0,0 +1,3 @@
+--format documentation
+--color
+--require spec_helper

data/.rubocop.yml

@@ -0,0 +1,36 @@
+require:
+  - rubocop-performance
+  - rubocop-rspec
+
+Layout/LineLength:
+  Max: 145
+  IgnoredPatterns: ['(\A|\s)#']
+
+Metrics/ModuleLength:
+  Max: 200
+
+Metrics/ClassLength:
+  Max: 200
+
+Metrics/MethodLength:
+  Max: 100
+
+Metrics/BlockLength:
+  Max: 40
+  Exclude:
+    - 'spec/**/*'
+
+Metrics/AbcSize:
+  Enabled: false
+
+Metrics/CyclomaticComplexity:
+  Enabled: false
+
+Metrics/PerceivedComplexity:
+  Enabled: false
+
+Metrics/ParameterLists:
+  Enabled: false
+
+Naming/MethodParameterName:
+  Enabled: false

data/CHANGELOG.md

@@ -0,0 +1,2 @@
+# 0.1.0
+- First release.

data/CODE_OF_CONDUCT.md

@@ -0,0 +1,74 @@
+# Contributor Covenant Code of Conduct
+
+## Our Pledge
+
+In the interest of fostering an open and welcoming environment, we as
+contributors and maintainers pledge to making participation in our project and
+our community a harassment-free experience for everyone, regardless of age, body
+size, disability, ethnicity, gender identity and expression, level of experience,
+nationality, personal appearance, race, religion, or sexual identity and
+orientation.
+
+## Our Standards
+
+Examples of behavior that contributes to creating a positive environment
+include:
+
+* Using welcoming and inclusive language
+* Being respectful of differing viewpoints and experiences
+* Gracefully accepting constructive criticism
+* Focusing on what is best for the community
+* Showing empathy towards other community members
+
+Examples of unacceptable behavior by participants include:
+
+* The use of sexualized language or imagery and unwelcome sexual attention or
+advances
+* Trolling, insulting/derogatory comments, and personal or political attacks
+* Public or private harassment
+* Publishing others' private information, such as a physical or electronic
+  address, without explicit permission
+* Other conduct which could reasonably be considered inappropriate in a
+  professional setting
+
+## Our Responsibilities
+
+Project maintainers are responsible for clarifying the standards of acceptable
+behavior and are expected to take appropriate and fair corrective action in
+response to any instances of unacceptable behavior.
+
+Project maintainers have the right and responsibility to remove, edit, or
+reject comments, commits, code, wiki edits, issues, and other contributions
+that are not aligned to this Code of Conduct, or to ban temporarily or
+permanently any contributor for other behaviors that they deem inappropriate,
+threatening, offensive, or harmful.
+
+## Scope
+
+This Code of Conduct applies both within project spaces and in public spaces
+when an individual is representing the project or its community. Examples of
+representing a project or community include using an official project e-mail
+address, posting via an official social media account, or acting as an appointed
+representative at an online or offline event. Representation of a project may be
+further defined and clarified by project maintainers.
+
+## Enforcement
+
+Instances of abusive, harassing, or otherwise unacceptable behavior may be
+reported by contacting the project team at yoshoku@outlook.com. All
+complaints will be reviewed and investigated and will result in a response that
+is deemed necessary and appropriate to the circumstances. The project team is
+obligated to maintain confidentiality with regard to the reporter of an incident.
+Further details of specific enforcement policies may be posted separately.
+
+Project maintainers who do not follow or enforce the Code of Conduct in good
+faith may face temporary or permanent repercussions as determined by other
+members of the project's leadership.
+
+## Attribution
+
+This Code of Conduct is adapted from the [Contributor Covenant][homepage], version 1.4,
+available at [https://contributor-covenant.org/version/1/4][version]
+
+[homepage]: https://contributor-covenant.org
+[version]: https://contributor-covenant.org/version/1/4/

data/Gemfile

@@ -0,0 +1,7 @@
+source "https://rubygems.org"
+
+# Specify your gem's dependencies in mopti.gemspec
+gemspec
+
+gem "rake", "~> 12.0"
+gem "rspec", "~> 3.0"

data/LICENSE.txt

@@ -0,0 +1,27 @@
+Copyright (c) 2020 Atsushi Tatsuma
+All rights reserved.
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are met:
+
+* Redistributions of source code must retain the above copyright notice, this
+  list of conditions and the following disclaimer.
+
+* Redistributions in binary form must reproduce the above copyright notice,
+  this list of conditions and the following disclaimer in the documentation
+  and/or other materials provided with the distribution.
+
+* Neither the name of the copyright holder nor the names of its
+  contributors may be used to endorse or promote products derived from
+  this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
+FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
+DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
+SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
+CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
+OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

data/README.md

@@ -0,0 +1,97 @@
+# Mopti
+
+![Ruby](https://github.com/yoshoku/mopti/workflows/Ruby/badge.svg)
+[![Gem Version](https://badge.fury.io/rb/mopti.svg)](https://badge.fury.io/rb/mopti)
+[![BSD 3-Clause License](https://img.shields.io/badge/License-BSD%203--Clause-orange.svg)](https://github.com/yoshoku/mopti/blob/master/LICENSE.txt)
+[![Documentation](http://img.shields.io/badge/api-reference-blue.svg)](https://yoshoku.github.io/mopti/doc/)
+
+Mopti is a multivariate optimization library in Ruby.
+Mopti supports Nelder-Mead simplex method and Scaled Conjugate Gradient.
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+```ruby
+gem 'mopti'
+```
+
+And then execute:
+
+    $ bundle install
+
+Or install it yourself as:
+
+    $ gem install mopti
+
+## Documentation
+
+- [Mopti API Documentation](https://yoshoku.github.io/mopti/doc/)
+
+## Usage
+
+Example 1. Linear Regression with Nelder-Mead simplex method
+
+```ruby
+require 'numo/narray'
+require 'numo/gnuplot'
+require 'mopti'
+
+# Define objective function.
+obj_fnc = proc do |w, x, y|
+  n_samples = x.shape[0]
+  ((y - x.dot(w))**2).sum.fdiv(n_samples)
+end
+
+# Explanatory variables.
+x = Numo::DFloat[0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10]
+
+# Dependent variables.
+y = 3 * x + 2
+
+# Extend variable for intercept.
+xb = Numo::DFloat.vstack([x, [1] * x.size]).transpose.dup
+
+# Optimize parameter vectors.
+res = Mopti::minimize(algorithm: 'Nelder-Mead', fnc: obj_fnc, x_init: Numo::DFloat.zeros(2), args: [xb, y])
+
+# Output result.
+pp res
+
+a, b = res[:x].to_a
+Numo.gnuplot do
+  set(terminal: 'png')
+  set(output: 'example1.png')
+  plot [[0, 10], [a * x[0] + b, a * x[-1] + b], w: :lines, lw: 1, t: 'parameters'],
+       [x, y, pt: 6, ps: 2, t: 'data']
+end
+```
+
+```
+$ brew install gnuplot
+$ gem install mopti numo-narray numo-gnuplot
+$ ruby example1.rb
+{:x=>Numo::DFloat(view)#shape=[2]
+[3, 2],
+ :n_fev=>177,
+ :n_iter=>91,
+ :fnc=>2.290874014308807e-13}
+```
+
+![example1](https://user-images.githubusercontent.com/5562409/74737586-79c9db00-5298-11ea-9063-90e4655f878a.png)
+
+
+## Development
+
+After checking out the repo, run `bin/setup` to install dependencies. Then, run `rake spec` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
+
+To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and tags, and push the `.gem` file to [rubygems.org](https://rubygems.org).
+
+## Contributing
+
+Bug reports and pull requests are welcome on GitHub at https://github.com/yoshoku/mopti. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the [code of conduct](https://github.com/yoshoku/mopti/blob/master/CODE_OF_CONDUCT.md).
+
+
+## Code of Conduct
+
+Everyone interacting in the Mopti project's codebases, issue trackers, chat rooms and mailing lists is expected to follow the [code of conduct](https://github.com/yoshoku/mopti/blob/master/CODE_OF_CONDUCT.md).

data/Rakefile

@@ -0,0 +1,6 @@
+require "bundler/gem_tasks"
+require "rspec/core/rake_task"
+
+RSpec::Core::RakeTask.new(:spec)
+
+task :default => :spec

data/lib/mopti.rb

@@ -0,0 +1,32 @@
+# frozen_string_literal: true
+
+require 'numo/narray'
+
+require 'mopti/version'
+require 'mopti/nelder_mead'
+require 'mopti/scaled_conjugate_gradient'
+
+# Mopti is a multivariate optimization library in Ruby.
+module Mopti
+  module_function
+
+  # Perform minization of the objective function.
+  #
+  # @param algorithm [String] Type of optimizer.
+  #   - 'SCG': ScaledConjugateGradient
+  #   - 'Nelder-Mead': NelderMead
+  # @return [Hash] Result of optimization.
+  def minimize(algorithm:, **args)
+    optimizer = case algorithm
+                when 'SCG'
+                  ScaledConjugateGradient.new(**args)
+                when 'Nelder-Mead'
+                  NelderMead.new(**args)
+                else
+                  raise ArgumentError, 'A non-existent algorithm is specified'
+                end
+    res = nil
+    optimizer.each { |params| res = params }
+    res
+  end
+end

data/lib/mopti/nelder_mead.rb

@@ -0,0 +1,171 @@
+# frozen_string_literal: true
+
+module Mopti
+  # NelderMead is a class that implements multivariate optimization using the Nelder-Mead simplex method.
+  #
+  # @example
+  #   require 'numo/narray'
+  #   require 'mopti'
+  #
+  #   args = Numo::DFloat[2, 3]
+  #
+  #   f = proc { |x, a| (8 * (x - a)**2).sum }
+  #
+  #   x0 = Numo::DFloat.zeros(2)
+  #
+  #   optimizer = Mopti::NelderMead.new(fnc: f, x_init: x0, args: args)
+  #   result = optimizer.map { |params| params }.last
+  #
+  #   pp result
+  #
+  #   # {:x=>Numo::DFloat(view)#shape=[2]
+  #   # [2, 3],
+  #   #  :n_fev=>165,
+  #   #  :n_iter=>84,
+  #   #  :fnc=>5.694864987422661e-13}
+  #
+  # *Reference*
+  # 1. F. Gao and L. Han, "Implementing the Nelder-Mead simplex algorithm with adaptive parameters," Computational Optimization and Applications, vol. 51 (1), pp. 259--277, 2012.
+  class NelderMead
+    include Enumerable
+
+    # Create a new optimizer with the Nelder-Mead simplex method.
+    #
+    # @param fnc [Method/Proc] Method for calculating the objective function to be minimized.
+    # @param args [Array/Hash] Arguments pass to the 'fnc' and 'jcb'.
+    # @param x_init [Numo::NArray] Initial point.
+    # @param max_iter [Integer] Maximum number of iterations.
+    #   If nil is given, max_iter sets to 200 * number of dimensions.
+    # @param xtol [Float] Tolerance for termination for the optimal vector norm.
+    # @param ftol [Float] Tolerance for termination for the objective function value.
+    def initialize(fnc:, args: nil, x_init:, max_iter: nil, xtol: 1e-6, ftol: 1e-6)
+      @fnc = fnc
+      @args = args
+      @x_init = x_init
+      @max_iter = max_iter
+      @xtol = xtol
+      @ftol = ftol
+    end
+
+    # Iteration for optimization.
+    #
+    # @overload each(&block) -> Object
+    # @yield [Hash] { x:, n_fev:, n_jev:, n_iter:, fnc:, jcb: }
+    #   - x [Numo::NArray] Updated vector by optimization.
+    #   - n_fev [Interger] Number of calls of the objective function.
+    #   - n_iter [Integer] Number of iterations.
+    #   - fnc [Float] Value of the objective function.
+    # @return [Enumerator] If block is not given, this method returns Enumerator.
+    def each
+      return to_enum(__method__) unless block_given?
+
+      x = @x_init.dup
+      n = x.size
+      max_iter = @max_iter || 200 * n
+
+      alpha = 1.0
+      beta = n > 1 ? 1 + 2.fdiv(n) : 2.0
+      gamma = n > 1 ? 0.75 - 1.fdiv(2 * n) : 0.5
+      delta = n > 1 ? 1 - 1.fdiv(n) : 0.5
+
+      sim = x.class.zeros(n + 1, n)
+      sim[0, true] = x
+      n.times do |k|
+        y = x.dup
+        y[k] = y[k] != 0 ? (1 + NON_ZERO_TAU) * y[k] : ZERO_TAU
+        sim[k + 1, true] = y
+      end
+
+      fsim = Numo::DFloat.zeros(n + 1)
+
+      (n + 1).times { |k| fsim[k] = func(sim[k, true]) }
+      n_fev = n + 1
+
+      ind = fsim.sort_index
+      fsim = fsim[ind].dup
+      sim = sim[ind, true].dup
+
+      n_iter = 0
+      while n_iter < max_iter
+        break if ((sim[1..-1, true] - sim[0, true]).abs.flatten.max <= @xtol) && ((fsim[0] - fsim[1..-1]).abs.max <= @ftol)
+
+        xbar = sim[0...-1, true].sum(0) / n
+        xr = xbar + alpha * (xbar - sim[-1, true])
+        fr = func(xr)
+        n_fev += 1
+
+        shrink = true
+        if fr < fsim[0]
+          xe = xbar + beta * (xr - xbar)
+          fe = func(xe)
+          n_fev += 1
+          shrink = false
+          if fe < fr
+            sim[-1, true] = xe
+            fsim[-1] = fe
+          else
+            sim[-1, true] = xr
+            fsim[-1] = fr
+          end
+        elsif fr < fsim[-2]
+          shrink = false
+          sim[-1, true] = xr
+          fsim[-1] = fr
+        elsif fr < fsim[-1]
+          xoc = xbar + gamma * (xr - xbar)
+          foc = func(xoc)
+          n_fev += 1
+          if foc <= fr
+            shrink = false
+            sim[-1, true] = xoc
+            fsim[-1] = foc
+          end
+        else
+          xic = xbar - gamma * (xr - xbar)
+          fic = func(xic)
+          n_fev += 1
+          if fic < fsim[-1]
+            shrink = false
+            sim[-1, true] = xic
+            fsim[-1] = fic
+          end
+        end
+
+        if shrink
+          (1..n).times do |j|
+            sim[j, true] = sim[0, true] + delta * (sim[j, true] - sim[0, true])
+            fsim[j] = func(sim[j, true])
+            n_fev += 1
+          end
+        end
+
+        ind = fsim.sort_index
+        sim = sim[ind, true].dup
+        fsim = fsim[ind].dup
+
+        n_iter += 1
+
+        yield({ x: sim[0, true], n_fev: n_fev, n_iter: n_iter, fnc: fsim.min })
+      end
+    end
+
+    NON_ZERO_TAU = 0.05
+    ZERO_TAU = 0.00025
+
+    private_constant :NON_ZERO_TAU, :ZERO_TAU
+
+    private
+
+    def func(x)
+      if @args.is_a?(Hash)
+        @fnc.call(x, **@args)
+      elsif @args.is_a?(Array)
+        @fnc.call(x, *@args)
+      elsif @args.nil?
+        @fnc.call(x)
+      else
+        @fnc.call(x, @args)
+      end
+    end
+  end
+end

data/lib/mopti/scaled_conjugate_gradient.rb

@@ -0,0 +1,202 @@
+# frozen_string_literal: true
+
+module Mopti
+  # ScaledConjugateGradient is a class that implements multivariate optimization using scaled conjugate gradient method.
+  #
+  # @example
+  #   # Seek the minimum value of the expression a*u**2 + b*u*v + c*v**2 + d*u + e*v + f for
+  #   # given values of the parameters and an initial guess (u, v) = (0, 0).
+  #   # https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.fmin_cg.html#scipy.optimize.fmin_cg
+  #   require 'numo/narray'
+  #   require 'mopti'
+  #
+  #   args = [2, 3, 7, 8, 9, 10]
+  #
+  #   f = proc do |x, a, b, c, d, e, f|
+  #     u = x[0]
+  #     v = x[1]
+  #     a * u**2 + b * u * v + c * v**2 + d * u + e * v + f
+  #   end
+  #
+  #   g = proc do |x, a, b, c, d, e, f|
+  #     u = x[0]
+  #     v = x[1]
+  #     gu = 2 * a * u + b * v + d
+  #     gv = b * u + 2 * c * v + e
+  #     Numo::DFloat[gu, gv]
+  #   end
+  #
+  #   x0 = Numo::DFloat.zeros(2)
+  #
+  #   optimizer = Mopti::ScaledConjugateGradient.new(fnc: f, jcb: g, x_init: x0, args: args)
+  #   result = optimizer.map { |params| params }.last
+  #
+  #   pp result
+  #
+  #   # {:x=>Numo::DFloat#shape=[2]
+  #   # [-1.80847, -0.25533],
+  #   #  :n_fev=>10,
+  #   #  :n_jev=>18,
+  #   #  :n_iter=>9,
+  #   #  :fnc=>1.6170212789006122,
+  #   #  :jcb=>1.8698188678645777e-07}
+  #
+  # *Reference*
+  # 1. M F. Moller, "A Scaled Conjugate Gradient Algorithm for Fast Supervised Learning," Neural Networks, Vol. 6, pp. 525--533, 1993.
+  class ScaledConjugateGradient
+    include Enumerable
+
+    # Create a new optimizer with scaled conjugate gradient.
+    #
+    # @param fnc [Method/Proc] Method for calculating the objective function to be minimized.
+    # @param jcb [Method/Proc] Method for calculating the gradient vector.
+    # @param args [Array/Hash] Arguments pass to the 'fnc' and 'jcb'.
+    # @param x_init [Numo::NArray] Initial point.
+    # @param max_iter [Integer] Maximum number of iterations.
+    # @param xtol [Float] Tolerance for termination for the optimal vector norm.
+    # @param ftol [Float] Tolerance for termination for the objective function value.
+    # @param jtol [Float] Tolerance for termination for the gradient norm.
+    def initialize(fnc:, jcb:, args: nil, x_init:, max_iter: 200, xtol: 1e-6, ftol: 1e-8, jtol: 1e-7)
+      @fnc = fnc
+      @jcb = jcb
+      @x_init = x_init
+      @args = args
+      @max_iter = max_iter
+      @ftol = ftol
+      @jtol = jtol
+      @xtol = xtol
+    end
+
+    # Iteration for optimization.
+    #
+    # @overload each(&block) -> Object
+    # @yield [Hash] { x:, n_fev:, n_jev:, n_iter:, fnc:, jcb: }
+    #   - x [Numo::NArray] Updated vector by optimization.
+    #   - n_fev [Interger] Number of calls of the objective function.
+    #   - n_jev [Integer] Number of calls of the jacobian.
+    #   - n_iter [Integer] Number of iterations.
+    #   - fnc [Float] Value of the objective function.
+    #   - jcb [Numo::Narray] Values of the jacobian
+    # @return [Enumerator] If block is not given, this method returns Enumerator.
+    def each
+      return to_enum(__method__) unless block_given?
+
+      x = @x_init
+      f_prev = func(x)
+      n_fev = 1
+      f_curr = f_prev
+      j_next = jacb(x)
+      n_jev = 1
+
+      j_curr = j_next.dot(j_next)
+      j_prev = j_next.dup
+      d = -j_next
+      success = true
+      n_successes = 0
+      beta = 1.0
+
+      n_iter = 0
+
+      while n_iter < @max_iter
+        if success
+          mu = d.dot(j_next)
+          if mu >= 0.0
+            d = -j_next
+            mu = d.dot(j_next)
+          end
+          kappa = d.dot(d)
+          break if kappa < 1e-16
+
+          sigma = SIGMA_INIT / Math.sqrt(kappa)
+          x_plus = x + sigma * d
+          j_plus = jacb(x_plus)
+          n_jev += 1
+          theta = d.dot(j_plus - j_next) / sigma
+        end
+
+        delta = theta + beta * kappa
+        if delta <= 0
+          delta = beta * kappa
+          beta -= theta / kappa
+        end
+        alpha = -mu / delta
+
+        x_next = x + alpha * d
+        f_next = func(x_next)
+        n_fev += 1
+
+        delta = 2 * (f_next - f_prev) / (alpha * mu)
+        if delta >= 0
+          success = true
+          n_successes += 1
+          x = x_next
+          f_curr = f_next
+        else
+          success = false
+          f_curr = f_prev
+        end
+
+        n_iter += 1
+        yield({ x: x, n_fev: n_fev, n_jev: n_jev, n_iter: n_iter, fnc: f_curr, jcb: j_curr })
+
+        if success
+          break if (f_next - f_prev).abs < @ftol
+          break if (alpha * d).abs.max < @xtol
+
+          f_prev = f_next
+
+          j_prev = j_next
+          j_next = jacb(x)
+          n_jev += 1
+
+          j_curr = j_next.dot(j_next)
+          break if j_curr <= @jtol
+        end
+
+        beta = [beta * 4, BETA_MAX].min if delta < 0.25
+        beta = [beta / 4, BETA_MIN].max if delta > 0.75
+
+        if n_successes == x.size
+          d = -j_next
+          beta = 1.0
+          n_successes = 0
+        elsif success
+          gamma = (j_prev - j_next).dot(j_next) / mu
+          d = -j_next + gamma * d
+        end
+      end
+    end
+
+    SIGMA_INIT = 1e-4
+    BETA_MIN = 1e-15
+    BETA_MAX = 1e+15
+
+    private_constant :SIGMA_INIT, :BETA_MIN, :BETA_MAX
+
+    private
+
+    def func(x)
+      if @args.is_a?(Hash)
+        @fnc.call(x, **@args)
+      elsif @args.is_a?(Array)
+        @fnc.call(x, *@args)
+      elsif @args.nil?
+        @fnc.call(x)
+      else
+        @fnc.call(x, @args)
+      end
+    end
+
+    def jacb(x)
+      if @args.is_a?(Hash)
+        @jcb.call(x, **@args)
+      elsif @args.is_a?(Array)
+        @jcb.call(x, *@args)
+      elsif @args.nil?
+        @jcb.call(x)
+      else
+        @jcb.call(x, @args)
+      end
+    end
+  end
+end

data/lib/mopti/version.rb

@@ -0,0 +1,6 @@
+# frozen_string_literal: true
+
+module Mopti
+  # The version of Mopti you are using.
+  VERSION = '0.1.0'
+end

data/mopti.gemspec

@@ -0,0 +1,32 @@
+require_relative 'lib/mopti/version'
+
+Gem::Specification.new do |spec|
+  spec.name          = 'mopti'
+  spec.version       = Mopti::VERSION
+  spec.authors       = ['yoshoku']
+  spec.email         = ['yoshoku@outlook.com']
+
+  spec.summary       = 'Multivariate Optimization Library in Ruby.'
+  spec.description   = <<~MSG
+    Multivariate Optimization Library in Ruby.
+    Mopti supports Nelder-Mead simplex method and Scaled Conjugate Gradient.
+  MSG
+  spec.homepage      = 'https://github.com/yoshoku/mopti'
+  spec.license       = 'BSD-3-Clause'
+
+  spec.metadata['homepage_uri'] = spec.homepage
+  spec.metadata['source_code_uri'] = 'https://github.com/yoshoku/mopti'
+  spec.metadata['changelog_uri'] = 'https://github.com/yoshoku/mopti/blob/master/CHANGELOG.md'
+  spec.metadata['documentation_url'] = 'https://yoshoku.github.io/mopti/doc/'
+
+  # Specify which files should be added to the gem when it is released.
+  # The `git ls-files -z` loads the files in the RubyGem that have been added into git.
+  spec.files = Dir.chdir(File.expand_path(__dir__)) do
+    `git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
+  end
+  spec.bindir        = 'exe'
+  spec.executables   = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
+  spec.require_paths = ['lib']
+
+  spec.add_runtime_dependency 'numo-narray', '~> 0.9.1'
+end

metadata

@@ -0,0 +1,78 @@
+--- !ruby/object:Gem::Specification
+name: mopti
+version: !ruby/object:Gem::Version
+  version: 0.1.0
+platform: ruby
+authors:
+- yoshoku
+autorequire: 
+bindir: exe
+cert_chain: []
+date: 2020-02-19 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: numo-narray
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 0.9.1
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 0.9.1
+description: |
+  Multivariate Optimization Library in Ruby.
+  Mopti supports Nelder-Mead simplex method and Scaled Conjugate Gradient.
+email:
+- yoshoku@outlook.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".github/workflows/build.yml"
+- ".gitignore"
+- ".rspec"
+- ".rubocop.yml"
+- CHANGELOG.md
+- CODE_OF_CONDUCT.md
+- Gemfile
+- LICENSE.txt
+- README.md
+- Rakefile
+- lib/mopti.rb
+- lib/mopti/nelder_mead.rb
+- lib/mopti/scaled_conjugate_gradient.rb
+- lib/mopti/version.rb
+- mopti.gemspec
+homepage: https://github.com/yoshoku/mopti
+licenses:
+- BSD-3-Clause
+metadata:
+  homepage_uri: https://github.com/yoshoku/mopti
+  source_code_uri: https://github.com/yoshoku/mopti
+  changelog_uri: https://github.com/yoshoku/mopti/blob/master/CHANGELOG.md
+  documentation_url: https://yoshoku.github.io/mopti/doc/
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubygems_version: 3.1.2
+signing_key: 
+specification_version: 4
+summary: Multivariate Optimization Library in Ruby.
+test_files: []