OOQP: Object-Oriented Software for Quadratic Programming
OOQP is an object-oriented C++ package, based on a primal-dual interior-point method, for solving convex quadratic programming problems (QPs). It contains code that can be used "out of the box" to solve a variety of structured QPs, including general sparse QPs, QPs arising from support vector machines, Huber regression problems, and QPs with bound constraints. OOQP also can be used as a framework
Welcome - OpenOpt
You may be interested in our amazing software, alternative to commercial frameworks with obsolete and/or banausic programming constructs. It is completely free (license: BSD) and cross-platform (Linux, Windows, Mac etc) Python language modules. The software is published quarterly since 2007 and already has some essential applications. We expect it to become even more popular when NumPy will got fu
Unconstrained optimization: L-BFGS and CG - C++, C#, Java
About algorithms ALGLIB package contains three algorithms for unconstrained optimization: L-BFGS, CG and Levenberg-Marquardt algorithm. This article considers first two algorithms, which share common traits: they solve general form optimization problem (target function has no special structure) they need function value and its gradient only (Hessian is not needed) both algorithms support numerical
1
リリース、障害情報などのサービスのお知らせ
最新の人気エントリーの配信
処理を実行中です
j次のブックマーク
k前のブックマーク
lあとで読む
eコメント一覧を開く
oページを開く
