math & physics
udvat at January 1st, 2011 10:02 — #1
I need to solve a linear least-squares contrained optimization problem. Do you know any open source C/C++ library for this?
I found GLPK by googling, but I am confused whether it can be compiled by msvc compiler.
poita at January 1st, 2011 11:10 — #2
I don't know any libraries specifically for that, but you could check out uBLAS in the Boost libraries. It has a lot of data structures and algorithms related to linear algebra.
udvat at January 1st, 2011 12:01 — #3
Thanks for your reply. But it does not have any optimization function
macnihilist at January 1st, 2011 12:46 — #4
I don't know any specific library neither, but this list:
http://www.oonumerics.org/oon/ may help.
Also, if it doesn't have to be C++, you could use MATLAB/Octave.
alphadog at January 3rd, 2011 09:36 — #5
Exactly what are you doing?
A well-established library is LAPACK. Originally a Fortran library, there are umpteen language bindings for it. I'm sure you can find lots of instructions for using it under msvc on the net.
Check out http://www.alglib.net/ as another option.
Lastly, another algo to look at is RANSAC.