forwarded message from Sergey Kolos

Fabian Bastin fabian.bastin@math.fundp.ac.be
Tue Mar 16 10:50:00 GMT 2004


Hi,

Just some suggestions, but not necessarily the best ones. Instead of 
rewritten routine for nonlinear optimization, could it be possible to 
link GSL and Opt++ in some way? I think that Opt++ is a very nice 
library, published under LGPL, for nonlinear nonconvex optimization: 
http://acts.nersc.gov/opt++/ However, it is written in C++ instead of C.

You could also look at the package IPOPT, maintained by Andreas Wachter 
(IBM, New York): 
http://www-124.ibm.com/developerworks/opensource/coin/Ipopt/
IPOPT is published under the Common Public Licence, and is very efficient.

Regards,

Fabian

Przemyslaw Sliwa wrote:
> Hi,
> 
> Excellent!
> 
> This is one of the main issues missing in gsl.
> But which algorithms did you use fur the local minimization?
> 
> See: http://sources.redhat.com/ml/gsl-discuss/2003-q3/msg00173.html
> 
> Fab promised to fix the bfgs code, but is still inefficient.
> It could be nice to have a comparison with another routines.
> 
> I could do this for NAG > they have an excellent module for minimization with nonlinear constrains.
> 
> Look forward to hearing from you.
> 
> Regards,
> 
> Przemyslaw
> 
> 
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-- 
Dr Fabian Bastin                 | Tel:   +32 (0)81 724923
Aspirant FNRS, Dpt Mathématiques | Fax:   +32 (0)81 724914
FUNDP Namur, Belgium             | email: fbas@math.fundp.ac.be
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