Nonlinear optimisation, equations solving, numerical libraries

[lalbatros]

Hello,

I would be interrested to learn if there are some (new) open source and/or possibly free librairies available for nonlinear optimisation and equations solving.

I would be mostly interrested in modern languages like java or C# . "Clean" fortran could also be interresting as long as it is not goto-spagetti code.

Thanks for your suggestions,

Michel

 

[raoufb]

Hello,
You can use SCILAB ( a clone of Matlab) for nonlinear optimization, equations solving and numerical libraties. ( www.scilab.org )

 

[hotvette]

If you wanted to get your hands dirty, there are a number of additional possibilities:

1. LAPACK - Fortran http://www.netlib.org/lapack/
2. CLAPACK - C version of LAPACK http://www.netlib.org/clapack/
3. MINPACK - Fortran http://www.netlib.org/minpack/
4. MINPACK2 - Fortran ftp://info.mcs.anl.gov/pub/MINPACK-2/[/URL]
5. N2SOL and others - Fortran [url]http://people.scs.fsu.edu/~burkardt/f_src/nl2sol/nl2sol.html[/url]
6. G95 Fortran Compiler [url]http://g95.sourceforge.net/[/url]
7. Some challenging Nonlinear Least Squares problems [url]http://www.itl.nist.gov/div898/strd/nls/nls_main.shtml[/url]
8. Some optimization problems [url]http://www-optima.amp.i.kyoto-u.ac.jp/member/student/hedar/Hedar_files/TestGO_files/Page364.htm[/url]

Best part, all of the above is free. :biggrin:

 

[sid_galt]

Try Ipopt and GALAHAD. Also take a look at GSL Scientific Library.

 

[hotvette]

Try GALAHAD

Seems to be Unix only, no Windows

 

[sid_galt]

It will work with Cygwin I think. (Cygwin is a pseudo-linux on windows). Though why don't you download Linux?

 

[lvv]

http://volnitsky.com/project/lopti"

 

[Dr Transport]

Octave (Linux Matlab clone) has routines to do nonlinear optimization.