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Re: Freely available optimization code

Douglas Bates <bates@stat.wisc.edu> writes:

> Does anyone know of high quality freely-available code for numerical
> optimization?  I am part of the core group of developers for a
> statistical programming environment called R (see the r-base Debian
> package or http://cran.stat.wisc.edu).  For optimization we have been
> using the Fortran code that supplements Dennis and Schnabel's book
> "Numerical Methods for Unconstrained Optimization and Nonlinear
> Equations".  When I compare it against some code from the Port
> library, it doesn't perform as well.  I would like to replace it.
> I would also much prefer to use C, C++ or Java but I do have two
> constraints on code.  Since R is GPL'd we would need code with a
> license that allowed us to use it in a GPL'd product.  Also, we tend
> to store matrices as unidimensional arrays with the Fortran-style
> column-major ordering.

You may try CFSQP a good SQP code:
Ask Prof. Andre L. Tits: andre@eng.umd.edu

(Rq: I don't think the code is GPL)

Pierre Aubert                    paubert@mathinsa.insa-lyon.fr
http://mathinsa.insa-lyon.fr/~paubert phone +33 04 72 43 89 16

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