Hi Michael,
First of all, please add a [math] marker in the subject line when
posting to this list concernin the commonsmath component. The list is
shared among a large number of components and such markers help filtering.
Le 09/09/2010 04:00, Michael Stover a écrit :
> I am not a mathematician, but I write software for a bunch of them, so
> forgive me my limited knowledge of the math and math terms...
>
> I need to implement a solution that is estimating the optimal values for
> several parameters. I have an objective function and starting points and
> all that. The code I have to rewrite currently is using a method called
> "SQP", or Sequential Quadratic Programming (actually, a special version of
> it called DESQP  Differential Equation Sequential Quadratic Programming).
> Supposedly such a function exists in R, but I do not know where to find it,
> and I was looking through Apache Math Commons for the equivalent solution,
> but I am not sure what it would be, as the names of the optimizers seem to
> be following a different nomenclature.
>
> Can anyone tell me whether one can optimize/estimate using SQP with Apache
> Math Commons, and some pointers on how to get started?
Unfortunately, there are no SQP methods available in commonsmath yet
(patches welcome!). The only constrained optimization methods we have
are limited to linear problems and linear constraints. The optimization
methods we have for nonlinear problems do not handle constraints yet.
Luc
>
> Mike
>

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