(ns emmy.numerical.minimize

"Entrypoint for univariate and multivariate minimization routines."

(:require [emmy.numerical.multimin.nelder-mead :as nm]

[emmy.numerical.unimin.brent :as b]

[emmy.util :as u]))

(defn minimize

"Find the minimum of the function `f: R -> R` in the interval `[a, b]`.

([f a b] (minimize f a b (constantly nil)))

([f a b observe]

(b/brent-min f a b {:callback observe})))

(defn multidimensional-minimize

"Entrypoint for multidimensional minimization routines.

[func x0 & {:keys [info?] :as opts}]

(let [result (nm/nelder-mead func x0 opts)]

(if (:converged? result)

(if info?

result

(:result result))

(u/failure-to-converge (str "multidimensional-minimize failed to converge: " result)))))