• https://github.com/sciruby/minimization

Minimization algorithms on pure Ruby.

Unidimensional:

• Newton-Rahpson (requires first and second derivative)
• Golden Section
• Brent (Port of GSL code)

If you needs speed, use rb-gsl

d=Minimization::Brent.new(-1000,20000 , proc {|x| x**2})

d.iterate

puts d.x_minimum puts d.f_minimum

• Pure Ruby

sudo gem install minimization

http://ruby-statsample.rubyforge.org/minimization/

GPL-2 (See LICENSE.txt)