GSL, FFI, GCL, Windows; was: find_root with bfloats
Subject: GSL, FFI, GCL, Windows; was: find_root with bfloats
From: Kostas Oikonomou
Date: Wed, 29 Sep 2010 15:01:14 -0400
I am solving a convex optimization problem with linear
inequality constraints, and lbgfs (augmented_lagrangian)
handles only equalities.
I remember your donlp2 effort, and recall that it fell
though for some reason.
But, I also realize that Robert is right, and the CL
interface would pass double floats to the GSL's C code. But
then again, given the functionality that this would open up,
it wouldn't be such a bad thing, would it?
Kostas
On 09/29/10 02:27 PM, Raymond Toy wrote:
> On 9/29/10 1:56 PM, Kostas Oikonomou wrote:
>> I agree that the ideal is a library that fits the computer algebra way
>> of doing things, sometimes symbolic, sometimes numeric. The GSL is
>> purely numeric, as far as I know. But maxima is missing a lot of
>> numerical capabilities: optimization is the one that is prominent for
>> me right now, I have to do it in Mathematica and move the results to
>> maxima. I was encouraged by the ease by which Ray converted find_root
>> to use bigfloats, and thought something similar might be doable with
>> the GSL and its Common Lisp interface.
> What kind of optimization are you trying to do? There is lbfgs and
> minpack_lsquares. lbfgs does unconstrained minimization and
> minpack_lsquares is unconstrained least squares.
>
> I also have an interface to donlp2 (constrained and unconstrained
> nonlinear optimization with equality and inequality constraints) which
> worked nicely. But I found out later that it can't be distributed and
> you must get a license for it if you want to use it. Or something. I'm
> not really sure what the license constraint is.
>
> Ray
>
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