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Nonlinear Optimization C

I would like to execute a nonlinear optimization algorithm using C.

The problem is this: optimization problem above the five points that are in the vector X.

X, Y (X), lower and upper bounds are known.

I found the nlopt library in C, but I don’t know if it is possible to perform optimization on five discrete points.

Anything to offer, even another library?

Thanks!

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2 answers

I would suggest Octave . For nonlinear programming on an octave, see Optimizing an Octave . You can implement a language like Matlab.

It also has a C / C ++ api.
See This post: How to embed Octav GNU in a C / C ++ program? .

And also this pdf

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Consider optimizing matlab code instead of re-implementing the algorithm in another language - matlab can be quite fast if optimized properly (don't use for a loop, use vectorized calculations, preallocate memory).

Take a look at http://www.mathworks.com/company/newsletters/news_notes/june07/patterns.html

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