c++ multidimensional optimization library?

[crazychicken]

I have been using GSL, but I find it very awkward to work with. Does anyone have a recommendation for another one to try? I can't seem to find any on google.

Thanks,

David

 

[Sassy Rabbit]

What type of problem are you trying to solve?

 

[crazychicken]

I just have a cost function that I would like to minimize ( < 10 variables). It does not have an analytic derivative, but I can provide a numerical one.

I really can't believe there is not something good for this in c++ out there...? but i've been searching for several months and come up empty!

 

[IHateMyJob2004]

I had to look up GSL t osee what you were talking about:
multi-dimensional least squares fits

You want to find software that does best fit curves for a set of data?

Try to find a java project that deals with this, then port it to C++?

 

[crazychicken]

I don't want to do least squares fits, I just want to do multi dimensional minimization...
http://www.gnu.org/software/gs...onal-Minimization.html

 

[Sassy Rabbit]

You could try a Genetic algorithm - some of them have the ability to do multi dimenisional minimization - either that or a simplex algorithm (this might be better). But you still need to have an objective function that returns a single value typically....

 

[QuixoticOne]

http://sal.jyu.fi/B/3/index.shtml

Simulated annealing?