Add grid search optimizer

Author: kylecorry31

src/main/kotlin/com/kylecorry/sol/math/optimization/GridSearchOptimizer.kt

@@ -0,0 +1,33 @@
+package com.kylecorry.sol.math.optimization
+
+import com.kylecorry.sol.math.Range
+
+class GridSearchOptimizer(private val stepSize: Double) : IOptimizer {
+    override fun optimize(
+        xRange: Range<Double>,
+        yRange: Range<Double>,
+        maximize: Boolean,
+        fn: (x: Double, y: Double) -> Double
+    ): Pair<Double, Double> {
+        var bestX = xRange.start
+        var bestY = yRange.start
+        var bestValue = fn(bestX, bestY)
+
+        var x = xRange.start
+        while (x <= xRange.end) {
+            var y = yRange.start
+            while (y <= yRange.end) {
+                val value = fn(x, y)
+                if ((maximize && value > bestValue) || (!maximize && value < bestValue)) {
+                    bestValue = value
+                    bestX = x
+                    bestY = y
+                }
+                y += stepSize
+            }
+            x += stepSize
+        }
+
+        return Pair(bestX, bestY)
+    }
+}

src/test/kotlin/com/kylecorry/sol/math/optimization/GridSearchOptimizerTest.kt

@@ -0,0 +1,22 @@
+package com.kylecorry.sol.math.optimization
+
+import com.kylecorry.sol.math.Range
+import org.junit.jupiter.api.Assertions.*
+
+import org.junit.jupiter.api.Test
+
+internal class GridSearchOptimizerTest {
+
+    @Test
+    fun optimize() {
+        val optimizer = GridSearchOptimizer(0.01)
+        val fn = { x: Double, y: Double ->
+            x * x + y * y
+        }
+
+        val minimum = optimizer.optimize(Range(-10.0, 10.0), Range(-10.0, 10.0), maximize = false, fn = fn)
+
+        assertEquals(0.0, minimum.first, 0.01)
+        assertEquals(0.0, minimum.second, 0.01)
+    }
+}