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Re: Question about Lagrange multiplier
At Sat, 17 Nov 2007 16:50:52 +0100,
Gyenese János wrote:
> I would like to build a library of the constrained maximization based on
> Lagrange multiplier and using this multiplier a minimize library. (I have to
> use Lagrange because the second library use the result of the first, the
> first is an entropy maximization and the second is the cross entropy
> minimize.)
>
> I think about using GSL.
>
> Are there anybody have experience to build the above mentioned libraries?
Hello,
Have you checked OOL? http://ool.sourceforge.net/
There is a list of other packages on http://www.gnu.org/software/gsl/
--
Brian Gough