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From "Erik Erlandson (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-1464) convex optimization with constraints, barrier method
Date Tue, 12 Jun 2018 21:50:00 GMT
Erik Erlandson created MATH-1464:
------------------------------------

             Summary: convex optimization with constraints, barrier method
                 Key: MATH-1464
                 URL: https://issues.apache.org/jira/browse/MATH-1464
             Project: Commons Math
          Issue Type: New Feature
            Reporter: Erik Erlandson


Commons math supports SimplexOptimizer for linear programming.  I created a somewhat similar
package for convex optimization with constraints, which is here:

[https://github.com/erikerlandson/gibbous]

I designed it to work in the style of commons-math optimizers, so I thought I would propose
it for inclusion with commons math optimization, to see if there is any community interest.



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