Nonlinear optimisation, equations solving, numerical libraries

In summary, the person is looking for open source or free libraries for nonlinear optimization and equations solving, preferably in modern languages such as Java or C#. They also mention that Fortran could be of interest, as long as it is not "goto-spaghetti code." They thank the person for any suggestions and provide some links and online communities that may be helpful.
  • #1
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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
 
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  • #3


Hello Michel,

Thank you for your question. There are many open source and free libraries available for nonlinear optimization and equation solving. Some popular options include:

1. Apache Commons Math - This is an open source Java library that provides a wide range of mathematical functions, including nonlinear optimization and equation solving.

2. SciPy - This is a free and open-source library for scientific computing in Python. It includes modules for optimization and solving equations.

3. GNU Octave - This is a free and open-source numerical computing environment that is compatible with MATLAB. It includes functions for nonlinear optimization and equation solving.

4. NAG Library - This is a commercial library, but it offers a free trial version. It includes a wide range of mathematical functions, including optimization and equation solving, in various programming languages such as Java, C#, and Fortran.

5. ALGLIB - This is a free and open-source numerical analysis library that offers functions for nonlinear optimization and equation solving in various programming languages.

I hope these suggestions are helpful. It is always a good idea to research and compare different libraries to find the one that best fits your needs and programming language preferences. Best of luck with your project!
 

1. What is nonlinear optimization?

Nonlinear optimization is a mathematical technique used to find the best possible solution to a problem that involves multiple variables and a nonlinear objective function. It is commonly used in fields such as engineering, economics, and physics to optimize complex systems.

2. What is the difference between linear and nonlinear optimization?

The main difference between linear and nonlinear optimization is the type of objective function used. In linear optimization, the objective function is a linear function, meaning that the variables are raised to the first power. In nonlinear optimization, the objective function can be any type of function, including exponential, logarithmic, or trigonometric functions.

3. How are equations solved numerically?

Equations can be solved numerically using algorithms that involve iterative methods, such as Newton's method or gradient descent. These methods involve repeatedly improving a guess for the solution until it meets a specified accuracy level.

4. What are numerical libraries?

Numerical libraries are collections of pre-written code that provide efficient and accurate implementations of mathematical algorithms. These libraries are often used in scientific computing and data analysis applications to solve complex problems involving optimization, equations, and other mathematical computations.

5. How do numerical libraries improve the efficiency of solving equations and optimization problems?

Numerical libraries can improve efficiency by providing pre-written, optimized code that is specifically designed for solving mathematical problems. This can save time and effort compared to writing custom code for each problem. Additionally, numerical libraries often use advanced algorithms and techniques to improve the accuracy and speed of solving equations and optimization problems.

Suggested for: Nonlinear optimisation, equations solving, numerical libraries

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