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John W. Eaton
Thu, 18 Aug 2005 13:44:46 -0400
On 18-Aug-2005, Bill Denney wrote:
| In addition to this, there are free solutions available from netlib like
| nnls that could probably be rather easily added (I know that we already
| have lsode).
The comments at the top of the NNLS subroutine say:
C GIVEN AN M BY N MATRIX, A, AND AN M-VECTOR, B, COMPUTE AN
C N-VECTOR, X, THAT SOLVES THE LEAST SQUARES PROBLEM
C A * X = B SUBJECT TO X .GE. 0
so this is a very limited type op optimization. We would like to have
a general NLP solver that is also free software.
- NLSCON, Pascal A. Dupuis, 2005/08/18