Nonlinear optimisation, equations solving, numerical libraries

In summary, the conversation was about the availability of open source and/or free libraries for nonlinear optimization and equations solving in modern languages like Java, C#, and Fortran. Some suggestions were SCILAB, LAPACK, MINPACK, N2SOL, G95 Fortran Compiler, challenging Nonlinear Least Squares problems, optimization problems, Ipopt, GALAHAD, GSL Scientific Library, and Octave.
  • #1

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,

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  • #2
You can use SCILAB ( a clone of Matlab) for nonlinear optimization, equations solving and numerical libraties. ( )
  • #3
If you wanted to get your hands dirty, there are a number of additional possibilities:

1. LAPACK - Fortran
2. CLAPACK - C version of LAPACK
3. MINPACK - Fortran
4. MINPACK2 - Fortran[/URL]
5. N2SOL and others - Fortran [url][/url]
6. G95 Fortran Compiler [url][/url]
7. Some challenging Nonlinear Least Squares problems [url][/url]
8. Some optimization problems [url][/url]

Best part, all of the above is free. :biggrin:
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  • #4
Try Ipopt and GALAHAD. Also take a look at GSL Scientific Library.
  • #5
sid_galt said:

Seems to be Unix only, no Windows :frown:
  • #6
It will work with Cygwin I think. (Cygwin is a pseudo-linux on windows). Though why don't you download Linux?
  • #7" [Broken]
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  • #8
Octave (Linux Matlab clone) has routines to do nonlinear optimization.

What is nonlinear optimization?

Nonlinear optimization is a mathematical method used to find the optimal solution for a problem that involves nonlinear equations or functions. It involves finding the minimum or maximum value of a function by systematically varying the input values until the best possible output is achieved.

What is the difference between nonlinear optimization and linear optimization?

The main difference between nonlinear optimization and linear optimization is that linear optimization deals with problems that can be solved using linear equations, while nonlinear optimization deals with problems that require nonlinear equations to be solved. Additionally, linear optimization has a closed-form solution, while nonlinear optimization usually requires an iterative approach.

What is the importance of numerical libraries in solving equations?

Numerical libraries are collections of pre-written algorithms and functions that allow for efficient and accurate numerical calculations. These libraries are essential in solving equations as they provide a wide range of mathematical functions and methods that can be used to solve complex problems quickly and accurately.

What are some common numerical libraries used in nonlinear optimization?

Some commonly used numerical libraries in nonlinear optimization include SciPy, NumPy, and MATLAB. These libraries provide a wide range of functions and tools for solving equations, optimizing functions, and performing other numerical calculations.

What are the advantages of using numerical libraries over manual calculations?

The use of numerical libraries offers several advantages over manual calculations. These include increased speed and efficiency, improved accuracy, and the ability to handle complex calculations. Additionally, numerical libraries save time and effort, as they provide pre-written functions and algorithms that can be easily implemented in solving equations and other numerical problems.

Suggested for: Nonlinear optimisation, equations solving, numerical libraries