At Sat, 17 Nov 2007 16:50:52 +0100, Gyenese János wrote: > I would like to build a library of the constrained maximization based on > Lagrange multiplier and using this multiplier a minimize library. (I have to > use Lagrange because the second library use the result of the first, the > first is an entropy maximization and the second is the cross entropy > minimize.) > > I think about using GSL. > > Are there anybody have experience to build the above mentioned libraries?
Hello, Have you checked OOL? http://ool.sourceforge.net/ There is a list of other packages on http://www.gnu.org/software/gsl/ -- Brian Gough
