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  1. Commons Math
  2. MATH-1464

convex optimization with constraints, barrier method

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    • Type: New Feature
    • Status: Open
    • Priority: Major
    • Resolution: Unresolved
    • Affects Version/s: None
    • Fix Version/s: None
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      Description

      Commons math supports SimplexOptimizer for linear programming.  I created a somewhat similar package for convex optimization with constraints, which is here:

      https://github.com/erikerlandson/gibbous

      I designed it to work in the style of commons-math optimizers, so I thought I would propose it for inclusion with commons math optimization, to see if there is any community interest.

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            • Assignee:
              Unassigned
              Reporter:
              eje Erik Erlandson
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              • Created:
                Updated: