[Numpy-discussion] [ANN] NLopt, a nonlinear optimization library

[Sebastian Haase]

Hi Steven,

this sounds like the library I was looking for.
Would you mind reading my post
[SciPy-User] Global Curve Fitting of 2 functions to 2 sets of	data-curves
http://mail.scipy.org/pipermail/scipy-user/2010-June/025674.html
?
I got many interesting answers, where apparently the agreement was to
"just write a proper error-function".
Regarding constraints, the suggestion was to "manually" substitute my
variables with combinations of exp()-expressions that would implicitly
take care of the  r_i>0 and 0<A_j<1 constraints.
Question: Does NLopt allow to do those optimizations in a more direct,
less "manual" and still easy-to-use way ?

Thanks,
Sebastian Haase



On Thu, Jun 17, 2010 at 7:26 AM, Steven G. Johnson <stevenj at alum.mit.edu> wrote:
> The NLopt library, available from
>
>     http://ab-initio.mit.edu/nlopt
>
> provides a common interface for a large number of algorithms for both
> global and local nonlinear optimizations, both with and without gradient
> information, and including both bound constraints and nonlinear
> equality/inequality constraints.
>
> NLopt is written in C, but now includes a Python interface (as well as
> interfaces for C++, Fortran, Matlab, Octave, and Guile).
>
> It is free software under the GNU LGPL.
>
> Regards,
> Steven G. Johnson
>