January 26th, 2013, 07:10 AM
Solving Quadratic programming in C
I want to solve a non linear program specifically quadratic programming in C code. Kindly assist me how to solve the same.
January 26th, 2013, 07:21 AM
January 26th, 2013, 08:01 AM
Thanks for the reply. I believe there is some confusion, I am not looking for quadratic equation solving. I want to solve Non Linear Programming for optimization. Just for your reference, I want to perform the same thing what a solver does on excel. I found some stuff on linear programming; however, not able to find anything for non linear programming.
January 26th, 2013, 11:15 AM
Having never used the excel solver, I'll answer anyway. Search the internet for multi-dimensional optimization algorithms. I like Nelder-Mead (also known as amoeba), no need to compute that nasty matrix of partial derivatives, although there are codes that estimate the Jacobian. Links:
gsl 1D minimization
gsl multi-dimensional minimization
look for simplex
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