Re: [eigen] Optimization Algorithms

[Carlos Becker <carlosbecker@xxxxxxxxx>]

Hi Li. I guess some of what you are looking for might be in the unsupported modules documentation (http://eigen.tuxfamily.org/dox-devel/group__Unsupported__modules.html). There is a non-linear optimization module here�http://eigen.tuxfamily.org/dox-devel/unsupported/group__NonLinearOptimization__Module.html�.

To see the full Eigen 3.x doc (devel branch) you can check here�http://eigen.tuxfamily.org/dox-devel/�. You can also implement custom algorithms and they will be very welcomed by the Eigen community. I also use Matlab but lately I am starting to write things directly in C++ with Eigen in the case of computationally-expensive processing, so I guess it is a good way to go.

Cheers,

Carlos

On Fri, Aug 20, 2010 at 8:15 AM, Li Wei <lwthucs@xxxxxxxxx> wrote:

Hi Everyone:

I am a researchers specified in Machine Learning algorithms. I want to find a flexible sets of optimization algorithms to replace the matlab as it runs most of the time tooooo slow. I google with the keyword Eigen and Optimization and sees no meaningful result.

So is there any optimization toolbox using eigen right now that I can use? And if not, is anyone else interested in adding an optimization module to the Eigen?�

I am new here and , sorry to interrupt!