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[Help-gsl] NLopt - new free nonlinear optimization package, potentially
From: |
Steven G. Johnson |
Subject: |
[Help-gsl] NLopt - new free nonlinear optimization package, potentially useful in GSL? |
Date: |
Wed, 18 Nov 2009 20:11:46 -0500 |
User-agent: |
Thunderbird 2.0.0.23 (Macintosh/20090812) |
Dear GSL developers,
I wanted to let you know that I've put together a free (LGPL) library
for nonlinear optimization called NLopt that may be useful for GSL or
GSL users:
http://ab-initio.mit.edu/nlopt
NLopt includes a wide variety of optimization algorithms, with features
including
* Global and local optimization
* Unconstrained, bound-constrained,
and nonlinear-inequality constrained problems
* Optimization using function values only or
using derivative information if it is available
* Callable from C/C++, Fortran, Matlab, and GNU Octave
It started as a wrapper around a number of free-software optimization
subroutines that were available online in C and Fortran, but has since
grown to include original implementations of a number of published
algorithms with no previous free implementations. Because which
optimization algorithm is "best" is often highly problem-dependent,
NLopt is designed so that you can switch between algorithms just by
changing a single parameter.
I hope this is helpful to you; I'm not sure if you want to call it from
GSL, but you might consider linking to it from your manual or the
"related packages" section of your web site.
Regards,
Steven G. Johnson
- [Help-gsl] NLopt - new free nonlinear optimization package, potentially useful in GSL?,
Steven G. Johnson <=