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wwong
08-13-2007, 05:10 PM
Hi there.

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

Thanks.

ed
08-13-2007, 05:18 PM
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?