Lua alternative to optim()

Question

I'm currently looking for a lua alternative to the R programming languages; optim() function, if anyone knows how to deal with this?

Answer 1

http://numlua.luaforge.net/ looks interesting but doesn't seem to have minimization. The most promising lead seems to be a Lua wrapper for GSL, which has a variety of multidimensional minimization algorithms included.

With derivatives - BFGS (method="BFGS" in optim) and two conjugate gradient methods (Fletcher-Reeves and Polak-Ribiere) which are two of the three options available for method="CG" in optim. Without derivatives - the Nelder-Mead simplex (method="Nelder-Mead", the default in optim).

More specifically, see here for the Lua shell documentation covering minimization.

I agree with @Zack that you should try to use existing implementations if at all possible, and that you might need a little bit more background knowledge to know which algorithms will be useful for your particular problems ...