Re: gsl optimization routines

[Brian Gough <bjg at network-theory dot co dot uk>]

Dan, Ho-Jin writes:
 > Hi there, I installed the gsl library and found that there are
 > missing features of the optimization, i.e., It can't handle the
 > constraints. So I carefully consider filling the missing routines
 > such as SQP, the method of the feasible directions etc. If there
 > are not on going project on optimization I will start hack the
 > code. But I can't guarantee the efficieny and robustness of the
 > algoritm at the first time.  moreover, my english is poor so that
 > the manual from the work must be reviewed by someone else.  Is
 > there any suggestion ?

Hi,

Thanks for the messsage.  I'm not aware of anyone else working on
constrained optimisation so you're welcome to work on that.  We can
sort out any documentation problems.

An important step is to see if there is an interface which can support
a large class of algorithms as in the multifit/ and multmin/
directories.  I wrote some notes in the document doc/gsl-design.texi
which might be helpful there.

best regards,

Brian Gough