optimization library

[kimw]

does anyone know where i can find a library for minimizing a function, given a set of parameters and contraints? (similar to Solver in Excel)

i've searched around and found quantlib/solvers1d but am still at a lost of how to use it ..

any help is appreciated,
regards,

[~s.o.s~]

The best way to start learning a library is reading its documentation properly and visiting the related forums. If you still feel that you are lost then you need to do a check whether you really prepared to handle this project.

Hope it helped, bye.

[Ancient Dragon]

Do you mean Quantlib open source library for quantitative finance ? I don't know a thing about it, but their web site has a lot of information including documentation and links to relevant forums. The site even contains links to example programs.

[kimw]

thanks..actually i read their documentation and it is not helping ..
ive decided to build the library myself...

[~s.o.s~]

Wow, now thats the kind of spirit we expect from a programmer.

But if you dont undestand the documentation which is specifically tailored for the people who plan on using it and those who know the basics of the language, do you think you can handle a big thing like library development all by yourself.

Better do a reality check if you really want to move ahead in life. Start with small goals and then eventually you will reach the destination which you always desired.

[kimw]

forgive my overstatement .. i'm actually planning to build a function and not the whole library

if you're familiar with quantlib maybe u can point me to a more indepth treatment of the functions, because for the one that i've found,
http://quantlib.org/reference/newton_8hpp.html

it is not helping.

[~s.o.s~]

forgive my overstatement .. i'm actually planning to build a function and not the whole library

if you're familiar with quantlib maybe u can point me to a more indepth treatment of the functions, because for the one that i've found,
http://quantlib.org/reference/newton_8hpp.html

it is not helping.

Hey let me ask you few questions first:

• How much do you know C++ ?

• Do you know what a namespace in C++ and how it works ?

• Have you in your academics done or encountered the terms or concepts which have been implemented in the library and the ones you are trying to use ?

• What is the maximum complexity of the C++ program you have written till date ?

Well you see the thing is that you should always start small before jumping in the fray. Try to understand small small things and concepts before going overboard with the big ones.

And just a food for thought, how do you propose we make you understand the library even if we knew it ? Obvioulsy it is you who must understand the library and so it is you who must put in all the required effort. Even i had used external library many times (Irrlicht game library, Audiere Sound library) and i know it takes many days to master the function calls and understand the whole architechture.

Hope it helped, bye.

[kimw]

Hey with all due respect I am a beginner in C++ and I AM trying to extract whatever knowledge I could from existing library . Please read my above posts; I have not asked anyone to explain the library to me. I am merely asking for places to find alternative library/documentations other than the ones I have.

Goodbye.

[~s.o.s~]

Sorry if i sounded rude, that wasn't intentional.

By my post what i wanted to convey was that since a library is released by a orgaization or an individual the manpages or the manual of the library is most likely to be provided by the same people and it is highly improbable you would find an alternative documentation.

So the only alternative you are left with is to understand the given documentation which i am sure you would be able to in the near future.

Best of luck with your project.

[Shane_Warne]

Although I know a little C/C++ I don't know mathematics. So I don't know what you aer trying to do exactly. But if you want to solve a function using Newton's method, you can get an idea using this thread.

[kimw]

Thank you all.