Maxima and Optimization



On Wed, Jul 7, 2010 at 4:11 PM, Prof. Dr. Reinaldo Golmia Dante
<tiraduvidascefet at yahoo.com> wrote:

> I would like to know if MAXIMA?solves optimization problems.
>
> If afirmative, how could I?use optimization algorithm in Maxima ??Is there any
> tutorial of optimization for MAXIMA ?

Well, there is an implementation of LBFGS (a variety of quasi-Newton method)
in the share package lbfgs.
? lbfgs says something about that.

LBFGS is for unconstrained, smooth functions.
For constrained, smooth functions, there is an implementation
of the augmented Lagrangian method.
? augmented_lagrangian_method says something about it.

Those are not very strong methods; there might very well be
others which are stronger. It turns out that many Fortran programs
can be automatically translated into Lisp. If you have in mind a
particular method, maybe we can translate it.

There is also an implementation of the simplex method for
linear programming.
?? simplex finds some info.

HTH

Robert Dodier