Hi Michael, First of all, please add a [math] marker in the subject line when posting to this list concernin the commons-math component. The list is shared among a large number of components and such markers help filtering.
Le 09/09/2010 04:00, Michael Stover a écrit : > I am not a mathematician, but I write software for a bunch of them, so > forgive me my limited knowledge of the math and math terms... > > I need to implement a solution that is estimating the optimal values for > several parameters. I have an objective function and starting points and > all that. The code I have to rewrite currently is using a method called > "SQP", or Sequential Quadratic Programming (actually, a special version of > it called DESQP - Differential Equation Sequential Quadratic Programming). > Supposedly such a function exists in R, but I do not know where to find it, > and I was looking through Apache Math Commons for the equivalent solution, > but I am not sure what it would be, as the names of the optimizers seem to > be following a different nomenclature. > > Can anyone tell me whether one can optimize/estimate using SQP with Apache > Math Commons, and some pointers on how to get started? Unfortunately, there are no SQP methods available in commons-math yet (patches welcome!). The only constrained optimization methods we have are limited to linear problems and linear constraints. The optimization methods we have for non-linear problems do not handle constraints yet. Luc > > -Mike > --------------------------------------------------------------------- To unsubscribe, e-mail: [email protected] For additional commands, e-mail: [email protected]
