InMin Inference/Minimisation Library
InMin is an Inference/Minimisation library. It is written in pure C++, has a pure C-language API and is licensed under GPL V2. Commercial support is available -- contact us at firstname.lastname@example.org.
All versions are shown here for completeness but it is strongly recommended to use the latest version.
- Implementation of the Nested Sampling algorithm
- Constrained Levenberg-Marquardt (parameters constrained to a box) and constrained quadratic optimisation using the active set method
- New implementation of the Levenberg-Marquardt algorithm based on the Eigen linear algebra library
- "R"-language interface (generated by SWIG, so currently has some shortcomings compared to hand-coded interfaces)
- Run-time compilation of function to be minimised (currently implemented for functions one dimensional over a one-dimensional array)
- Approximation of the Jacobian using finite differences and Broyden’s Rank One Update -- the user does not need to supply the Jacobian function
- User tunable algorithm parameters to optimise the library for your problem
- Monitoring and tracing mechanism to make it possible to understand how well the minimisation is progressing and how/if it can be improved
- Pure C-language API for maximum flexibility of use
- Sample Python biding to the library based on SWIG, allowing minimisation of Python functions
- Full support available -- contact us on email@example.com