RE: Freely available optimization code
Take a look at blitz - C++ templates for matrix operations designed to take
advantage of fpu pipelining:
http://monet.uwaterloo.ca/blitz/
-----Original Message-----
From: Douglas Bates [mailto:bates@stat.wisc.edu]
Sent: Tuesday, May 04, 1999 11:55 AM
To: debian-devel@lists.debian.org
Subject: Freely available optimization code
Does anyone know of high quality freely-available code for numerical
optimization? I am part of the core group of developers for a
statistical programming environment called R (see the r-base Debian
package or http://cran.stat.wisc.edu). For optimization we have been
using the Fortran code that supplements Dennis and Schnabel's book
"Numerical Methods for Unconstrained Optimization and Nonlinear
Equations". When I compare it against some code from the Port
library, it doesn't perform as well. I would like to replace it.
I would also much prefer to use C, C++ or Java but I do have two
constraints on code. Since R is GPL'd we would need code with a
license that allowed us to use it in a GPL'd product. Also, we tend
to store matrices as unidimensional arrays with the Fortran-style
column-major ordering.
I have looked at the SAL (Scientific Applications on Linux)
site but it would take a long time to search through such a catalog.
I am interested in whether someone knows of something off-hand.
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