q: minimization/optimization library

[laniik]

hi. does anyone know if there is a good/free/popular c++ library for
nonlinear conjugate gradient minimization?

i.e. somthing that takes a f(x)=y and minimize for x.

i also need it to be able to use automatically computed finite
difference derivites rather than user supplied ones. thanks!


oliver

 

[Victor Bazarov]

hi. does anyone know if there is a good/free/popular c++ library for
nonlinear conjugate gradient minimization?

Have you tried www.google.com? It's a secret web site nobody knows
about and it might help you... Just don't tell anybody I told you.

 

[laniik]

i tried that first, but i wasnt able to find anything.

 

[Victor Bazarov]

i tried that first, but i wasnt able to find anything.

Really? Wow.. Means the web site wasn't that secret after all...

So, you're saying you didn't find OptSolve++ or GSL or... ? Hmm...

http://tinyurl.com/aj9jd

V

 

[laniik]

optsolve++ doesnt seem to be free, and gsl doesn't seem to include a
multidimensional minimizer that doesnt require user computed
derivatives. it appears that you have to specify it in the
gsl_multimin_function_fdf object.

unless i am missing somthing

 

[Victor Bazarov]

optsolve++ doesnt seem to be free, and gsl doesn't seem to include a
multidimensional minimizer that doesnt require user computed
derivatives. it appears that you have to specify it in the
gsl_multimin_function_fdf object.

unless i am missing somthing

Probably that free cheese exists only in a mousetrap.

 

[Amadeus W. M.]

hi. does anyone know if there is a good/free/popular c++ library for
nonlinear conjugate gradient minimization?

i.e. somthing that takes a f(x)=y and minimize for x.

i also need it to be able to use automatically computed finite
difference derivites rather than user supplied ones. thanks!


oliver

Try Numerical Recipes. It's not free, but worth having it. The book is
also online, free, and contains the code. Just cut-n paste. Convert to C++
if you want.