Le 09/09/2010 15:12, Michael Stover a écrit : > Thank you for your answer, Luc! > > Do you know of any open-source implementations of SQP solvers?
Not directly. A quick web search lead me to hqp <http://sourceforge.net/projects/hqp/> ? It seems to be written in C++ and distributed under the terms of the GPL. I have no experience at all with this project. Luc > > Mike > > On Thu, Sep 9, 2010 at 5:36 AM, Luc Maisonobe <[email protected]> wrote: > >> 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] >> >> > --------------------------------------------------------------------- To unsubscribe, e-mail: [email protected] For additional commands, e-mail: [email protected]
