Re: Freely available optimization code
Douglas Bates <bates@stat.wisc.edu> writes:
> 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.
You may try CFSQP a good SQP code:
Ask Prof. Andre L. Tits: andre@eng.umd.edu
(Rq: I don't think the code is GPL)
--
Pierre Aubert paubert@mathinsa.insa-lyon.fr
http://mathinsa.insa-lyon.fr/~paubert phone +33 04 72 43 89 16
Reply to: