Sep 7, 2011 at 11:12 AM

Hi there 

First of all congratulations,  I like this a lot and it works really well for what I wanted, and is nice and easy to use.   

I have plugged your library together with the Math.NET numerics libaries and got Levenberg Marqardt working in a test harness.  

so some suggestions are

1  a string parser to allow user defined functions to be submitted and compiled 

2 Make use of Math.net library functionality for matrices etc they have done a lot of work on solvers etc






Sep 27, 2011 at 7:57 PM


Thanks for the feedback. I'm still working on making it faster and being able to handle larger problems and functions with sparse derivative structures. I'm almost ready with a forward-mode version, also with support for compiled expressions.

1. That's a good point.

2. I'll have a look at Math.NET, looks promising. I'm not really using much matrix algebra, though, that's mostly done in the external Ipopt optimizer.