[Matrix-SIG] Nonlinear optimization routines anyone?
Tue, 16 Mar 1999 08:27:08 -0500 (EST)
On Mon, 15 Mar 1999, David Ascher wrote:
> > does anybody has neatly packaged nonlinear optimization routines
> > implemented in NumPy? I'd like to have either conjugate gradients or
> > BFGS. Explicitly calculating the Hessian is out of question (because
> > of the size and complexity of the problem).
> > I thought translating part of the matlab codes of C. T. Kelley
> > (http://www4.ncsu.edu/eos/users/c/ctkelley/www/matlab_darts.html) to
> > Numerical Python unless something already implemented emerges.
> I've never found a routine to package, and I've looked a fair bit. There's
> COOOL (http://timna.mines.edu/cwpcodes/coool/) which looked interesting,
> but it seemed extremely non-portable (couldn't get it to compile on Win32,
> requires expect, etc. etc.).
As far as least squares problems are concernded at least
one possible place is:
C This package of Fortran 77 and Fortran 90 code accompanies
C the SIAM Publications printing of "Solving Least Squares
C Problems," by C. Lawson and R. Hanson. The routines in the
C package are filed as shown in the list below. The units
C listed 1.-14. may be compiled and placed in a library. Routine
C G2 is no longer used but is included for completeness. The
C main program units 15.-18., 20.-21. require this library for
C all external references. The item 19. is a data file read
C by program unit PROG4.FOR. The main program 23., PROG7.F90,
C requires the subprogram 22. or BVLS.F90.