JMSL equivalent to nonlinear_optimization.

[wwong]

Hi there.

I was wondering what the JMSL equivalent to the IMSL C nonlinear_optimization functions are.

Thanks.

[ed]

Unfortunately, nonlinear_optimization (Stat, Chapter 2) hasn't been ported to the other products. However, all the optimization functions in Math, Chapter 8 have been ported to JMSL. Maybe the QuadraticProgramming (http://www.vni.com/products/imsl/jmsl/v40/api/com/imsl/math/QuadraticProgramming.html) class or MinConNLP (http://www.vni.com/products/imsl/jmsl/v40/api/com/imsl/math/MinConNLP.html) would fit your problem?