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q: minimization/optimization library

hi. does anyone know if there is a good/free/popular c++ library for
nonlinear conjugate gradient minimization?

i.e. somthing that takes a f(x)=y and minimize for x.

i also need it to be able to use automatically computed finite
difference derivites rather than user supplied ones. thanks!
oliver

Sep 7 '05 #1
6 4367
laniik wrote:
hi. does anyone know if there is a good/free/popular c++ library for
nonlinear conjugate gradient minimization?


Have you tried www.google.com? It's a secret web site nobody knows
about and it might help you... Just don't tell anybody I told you.
Sep 7 '05 #2
i tried that first, but i wasnt able to find anything.

Sep 7 '05 #3
laniik wrote:
i tried that first, but i wasnt able to find anything.


Really? Wow.. Means the web site wasn't that secret after all...

So, you're saying you didn't find OptSolve++ or GSL or... ? Hmm...

http://tinyurl.com/aj9jd

V
Sep 7 '05 #4
optsolve++ doesnt seem to be free, and gsl doesn't seem to include a
multidimensiona l minimizer that doesnt require user computed
derivatives. it appears that you have to specify it in the
gsl_multimin_fu nction_fdf object.

unless i am missing somthing

Sep 7 '05 #5
laniik wrote:
optsolve++ doesnt seem to be free, and gsl doesn't seem to include a
multidimensiona l minimizer that doesnt require user computed
derivatives. it appears that you have to specify it in the
gsl_multimin_fu nction_fdf object.

unless i am missing somthing


Probably that free cheese exists only in a mousetrap.
Sep 8 '05 #6
On Wed, 07 Sep 2005 13:52:10 -0700, laniik wrote:
hi. does anyone know if there is a good/free/popular c++ library for
nonlinear conjugate gradient minimization?

i.e. somthing that takes a f(x)=y and minimize for x.

i also need it to be able to use automatically computed finite
difference derivites rather than user supplied ones. thanks!
oliver


Try Numerical Recipes. It's not free, but worth having it. The book is
also online, free, and contains the code. Just cut-n paste. Convert to C++
if you want.
Sep 8 '05 #7

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