This is the mail archive of the gsl-discuss@sources.redhat.com mailing list for the GSL project.


Index Nav: [Date Index] [Subject Index] [Author Index] [Thread Index]
Message Nav: [Date Prev] [Date Next] [Thread Prev] [Thread Next]
Other format: [Raw text]

Re: forwarded message from Sergey Kolos


Hi,

Just some suggestions, but not necessarily the best ones. Instead of rewritten routine for nonlinear optimization, could it be possible to link GSL and Opt++ in some way? I think that Opt++ is a very nice library, published under LGPL, for nonlinear nonconvex optimization: http://acts.nersc.gov/opt++/ However, it is written in C++ instead of C.

You could also look at the package IPOPT, maintained by Andreas Wachter (IBM, New York): http://www-124.ibm.com/developerworks/opensource/coin/Ipopt/
IPOPT is published under the Common Public Licence, and is very efficient.


Regards,

Fabian

Przemyslaw Sliwa wrote:
Hi,

Excellent!

This is one of the main issues missing in gsl.
But which algorithms did you use fur the local minimization?

See: http://sources.redhat.com/ml/gsl-discuss/2003-q3/msg00173.html

Fab promised to fix the bfgs code, but is still inefficient.
It could be nice to have a comparison with another routines.

I could do this for NAG > they have an excellent module for minimization with nonlinear constrains.

Look forward to hearing from you.

Regards,

Przemyslaw


--


This e-mail may contain confidential and/or privileged information. If you are not the intended recipient (or have received this e-mail in error) please notify the sender immediately and destroy this e-mail. Any unauthorized copying, disclosure or distribution of the material in this e-mail is strictly forbidden.



-- Dr Fabian Bastin | Tel: +32 (0)81 724923 Aspirant FNRS, Dpt Mathématiques | Fax: +32 (0)81 724914 FUNDP Namur, Belgium | email: fbas@math.fundp.ac.be http://www.fundp.ac.be/~fbastin | JabberID: slashbin@jabber.org


Index Nav: [Date Index] [Subject Index] [Author Index] [Thread Index]
Message Nav: [Date Prev] [Date Next] [Thread Prev] [Thread Next]