Implement non-linear optimization

[ViralBShah]

MINPACK is a widely used non-linear optimization software, but quite old:

http://www.netlib.org/minpack/

There is also Ipopt, which got the 2011 Wilkinson prize - http://www.mcs.anl.gov/research/opportunities/wilkinsonprize/index.php

https://projects.coin-or.org/Ipopt

[StefanKarpinski]

The a lot of the COIN-OR projects are very good. The LP solver is what I was looking to use for doing large-scale ad impression optimizations last summer. The project got delayed, so I never did use it, but it seemed like the best candidate. It also seemed to have a somewhat impenetrable, annoying API, but maybe I just didn't get it.

I noticed that FFTW also got the Wilkinson prize and we already provide access to that. Nice :-)

[ViralBShah]

Once we implement this, you will be able to simply use julia, and not worry about the interface!

-viral

On Jun 23, 2011, at 4:31 AM, StefanKarpinski wrote:

The a lot of the COIN-OR projects are very good. The LP solver is what I was looking to use for doing large-scale ad impression optimizations last summer. The project got delayed, so I never did use it, but it seemed like the best candidate. It also seemed to have a somewhat impenetrable, annoying API, but maybe I just didn't get it.

I noticed that FFTW also got the Wilkinson prize and we already provide access to that. Nice :-)

Reply to this email directly or view it on GitHub:
#77 (comment)

[StefanKarpinski]

I know — that's really exciting. That's one of the raison d'etre's of the project: so that I don't have to futz around with a few dozen different shitty languages and libraries to get anything substantial done. Imagine just wanting to do a large LP problem and just making the call and having it work. Crazy!

[ViralBShah]

@johnmyleswhite has the optim package. Closing this issue.

https://github.com/johnmyleswhite/optim.jl