Optimization library

65c6277c91fae06e80a574be3c8440db
0
udvat 101 Jan 01, 2011 at 15:02

Hi,

I need to solve a linear least-squares contrained optimization problem. Do you know any open source C/C++ library for this?

I found GLPK by googling, but I am confused whether it can be compiled by msvc compiler.

4 Replies

Please log in or register to post a reply.

36b416ed76cbaff49c8f6b7511458883
0
poita 101 Jan 01, 2011 at 16:10

I don’t know any libraries specifically for that, but you could check out uBLAS in the Boost libraries. It has a lot of data structures and algorithms related to linear algebra.

65c6277c91fae06e80a574be3c8440db
0
udvat 101 Jan 01, 2011 at 17:01

Thanks for your reply. But it does not have any optimization function

5f8d1e15c62932fa37f8a383b8567e52
0
macnihilist 101 Jan 01, 2011 at 17:46

I don’t know any specific library neither, but this list:
http://www.oonumerics.org/oon/
may help.
Also, if it doesn’t have to be C++, you could use MATLAB/Octave.

8676d29610e6c98d6dd2d9c38528cd9c
0
alphadog 101 Jan 03, 2011 at 14:36

Exactly what are you doing?

A well-established library is LAPACK. Originally a Fortran library, there are umpteen language bindings for it. I’m sure you can find lots of instructions for using it under msvc on the net.

Check out http://www.alglib.net/ as another option.

Lastly, another algo to look at is RANSAC.