Iterative numerical optimizaiton routines?

A

Anthony Calabria

Is anyone aware of iterative numerical optimzaiton routines in Java
and/or Python? I'm looking for a routine similar to the fmincon in
Matlab, powell in IDL, solver in Excel. There appears to be an
unconstrained optimization routine in the book "A Numerical Library in
Java for Scientists and Engineers" although I'd prefer a constrained
routine. Any comments on the book would be helpful too since I'll
probably buy it shortly.

Thanks,
Anthony
 
R

Robin Becker

Anthony said:
Is anyone aware of iterative numerical optimzaiton routines in Java
and/or Python? I'm looking for a routine similar to the fmincon in
Matlab, powell in IDL, solver in Excel. There appears to be an
unconstrained optimization routine in the book "A Numerical Library in
Java for Scientists and Engineers" although I'd prefer a constrained
routine. Any comments on the book would be helpful too since I'll
probably buy it shortly.

Thanks,
Anthony
There is Aaron Watters LP and netflow optimisation on Python Starship
(user arw I beleieve). There are also a Nelder Mead algorithm and others
in Python SciPy I think. There is a java LP at Washington university
somewhere google for 'cassowary'.
 
F

Frithiof Andreas Jensen

Anthony Calabria said:
Is anyone aware of iterative numerical optimzaiton routines in Java
and/or Python?

SciPy contains many numeric optimisation algorithms - not written in Python,
but as extention modules - unfortunately SciPy is still Python 2.2.
 
C

Cousin Stanley

| SciPy contains many numeric optimisation algorithms
| - not written in Python, but as extention modules
| - unfortunately SciPy is still Python 2.2.

The Enthought Python 2.3 distribution contains SciPy ....
http://www.enthought.com/
 
R

Robert Kern

Frithiof Andreas Jensen said:
Yes, indeed it does - but it *also* contains every science/numeric tool on
the planet; For my part I just need the SciPy tools not an entirely new
universe ;-)

I think his point was that SciPy does indeed run on Python 2.3, as I can
happily confirm.

:)

--
Robert Kern
(e-mail address removed)

"In the fields of Hell where the grass grows high
Are the graves of dreams allowed to die."
-- Richard Harter
 
F

Frithiof Andreas Jensen

I think his point was that SciPy does indeed run on Python 2.3, as I can
happily confirm.

Do Tell - How did you get it to install? On my distribution known as:

"Python 2.3 (#46, Jul 29 2003, 18:54:32) [MSC v.1200 32 bit (Intel)] on
win32" the installer refuses to run, rudely demanding Python 2.2.

PS: I am disinclined to build from source on Windows because I have *enough*
company-mandated crud on my win32 box already - Linux would of course be a
different thing; but I haven't got a Linux box at the moment.
 
R

Robert Kern

I think his point was that SciPy does indeed run on Python 2.3, as I can
happily confirm.

Do Tell - How did you get it to install? On my distribution known as:

"Python 2.3 (#46, Jul 29 2003, 18:54:32) [MSC v.1200 32 bit (Intel)] on
win32" the installer refuses to run, rudely demanding Python 2.2.

Ah, Windows binaries are another matter. The ones provided at scipy.org do
indeed only go up to 2.2. I've only built SciPy on UN*X-type OSs.
PS: I am disinclined to build from source on Windows because I have *enough*
company-mandated crud on my win32 box already - Linux would of course be a
different thing; but I haven't got a Linux box at the moment.

Your best bet then is to download the Python 2.3 Enthought Edition and rip out
the parts you don't need. Or wait until 0.20 release of SciPy when I'm sure they
will make 2.3 binaries. Or you could ask them if they have prerelease 2.3
binaries (well, they obviously do for the Enthought Edition) ready to package up
and put on the downloads page.

--
Robert Kern
(e-mail address removed)

"In the fields of Hell where the grass grows high
Are the graves of dreams allowed to die."
-- Richard Harter
 

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