Constrained Nonlinear Minimizaiton

[laniik]

Hi, I am looking for a way to do nonlinear minimization in c++ (c is
acceptable also) with constraints (a la minimize f() with parameters
x,y such that x+y<1) or somthing.. I was wondering if anyone knew of a
library that supported this.

GSL seems to only support unconstrained minimization. Thanks!

 

[red floyd]

Hi, I am looking for a way to do nonlinear minimization in c++

1. Find algorithm for nonlinear minimization (google is your friend).
2. Implement said algorithm in C++.
3. PROFIT!

 

[laniik]

no reason to re-invent the wheel. you might as well suggest to program
your own compiler in assembly.

 

[Robert J. Hansen]

Hi, I am looking for a way to do nonlinear minimization in c++ (c is

acceptable also) with constraints (a la minimize f() with parameters
x,y such that x+y<1) or somthing.. I was wondering if anyone knew of a
library that supported this.

First piece of advice: don't ask in comp.lang.c++. This isn't the
place for it.

That said, there are lots of annealing libraries out there that work
just fine for constrained combinatorial optimization and nonlinear
integer programming. If nonlinear integer programming is what you
need, then simulated and/or compressed annealing are your friends.

 

[Victor Bazarov]

Hi, I am looking for a way to do nonlinear minimization in c++ (c is
acceptable also) with constraints (a la minimize f() with parameters
x,y such that x+y<1) or somthing.. I was wondering if anyone knew of
a library that supported this.

GSL seems to only support unconstrained minimization. Thanks!

Please consider asking in 'sci.math.num-analysis' or 'comp.programming'.

Your question has nothing to do with C++ _language_, the fact that you
need the "way to do {blah} in C++" notwithstanding.

V

 

[laniik]

Well, I can already do it fine in matlab or mathematica, which would be
valid answers in any those other groups.

Im not asking about the theoretical solution, simply an existing c++
implementation. This group seems by far the most relevant.

 

[Victor Bazarov]

Well, I can already do it fine in matlab or mathematica, which would
be valid answers in any those other groups.

Im not asking about the theoretical solution, simply an existing c++
implementation. This group seems by far the most relevant.

(a) Don't top-post.

(b) Don't overquote.

(c) It's off-topic. Whatever you're looking for, you'll find it
on the Web, just use your favourite search engine. We do not
discuss (or dispense the code for) any particular applications,
algorithms (except what's in the Standard library) here. C++
is a very widely used that if we started doing that, we'd be
swamped by irrelevant posts.

V

 

[redfloyd]

no reason to re-invent the wheel. you might as well suggest to program
your own compiler in assembly.

1. Please don't top-post. Reponse rearranged to fit c.l.c++
netiquette.

2. No, I'm not telling you to reinvent the wheel, I'm telling you your
post is off-topic. Apparently, I will need to use SARCASM tags, for
the sarcasm-impaired.