javascriptmathematical-optimization

Know of an optimization library (e.g. implementing least squares, etc) for Javascript?


Anyone know of an equivalent to (at least part of) scipy.optimize implemented in javascript? I'm trying to fit various distributions (e.g. skew normal) to quantiles, but I've needed an optimization library before.


Solution

  • I recently ported the derivative-free non-linear constrained optimization code COBYLA2 to Java, and Reinhard Oldenburg at the University of Frankfurt in his turn converted this code into Javascript. The Javascript code, together with a self explanatory test HTML file, can be downloaded here.