help-gsl
[Top][All Lists]
Advanced

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[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





reply via email to

[Prev in Thread] Current Thread [Next in Thread]