Comments on: Free optimization software from Microsoft http://www.johndcook.com/blog/2009/01/22/free-optimization-software-microsoft/ The blog of John D. Cook Sat, 11 Feb 2012 22:42:11 -0500 http://wordpress.org/?v=2.8.4 hourly 1 By: AV http://www.johndcook.com/blog/2009/01/22/free-optimization-software-microsoft/comment-page-1/#comment-40167 AV Thu, 17 Jun 2010 02:41:16 +0000 http://www.johndcook.com/blog/?p=1332#comment-40167 I use IronPython with Ironclad so that I can use openopt (which has a numpy dependancy) for my numerical optimizations. However, I found it to be so slow that I just switched back to CPython altogether. I use IronPython with Ironclad so that I can use openopt (which has a numpy dependancy) for my numerical optimizations. However, I found it to be so slow that I just switched back to CPython altogether.

]]> By: John http://www.johndcook.com/blog/2009/01/22/free-optimization-software-microsoft/comment-page-1/#comment-29490 John Wed, 23 Dec 2009 23:34:52 +0000 http://www.johndcook.com/blog/?p=1332#comment-29490 Nitish, hopefully Solver Foundation will work. If not, maybe <a href="http://www.johndcook.com/blog/2009/03/19/ironclad-ironpytho/" rel="nofollow">Ironclad</a> could help your experience using Iron Python with other Python code. Nitish, hopefully Solver Foundation will work. If not, maybe Ironclad could help your experience using Iron Python with other Python code.

]]> By: Nitish Shukla http://www.johndcook.com/blog/2009/01/22/free-optimization-software-microsoft/comment-page-1/#comment-29489 Nitish Shukla Wed, 23 Dec 2009 23:32:04 +0000 http://www.johndcook.com/blog/?p=1332#comment-29489 Hi, I found CVXOPT amazing for my optimization needs but developing an entire application around it proved very very tedious - i.e. the rest of the Python code for UI. Then I tried plugging CVXOPT to C# from IPY, and it was the most painful programming experience ever. And it didn't work. In the end I shelved the idea. With SF I am trying it again. I am only downloading it but there are already signs that it might not work out, again. http://code.msdn.microsoft.com/solverfoundation/Thread/View.aspx?ThreadId=1450 Hi,

I found CVXOPT amazing for my optimization needs but developing an entire application around it proved very very tedious – i.e. the rest of the Python code for UI. Then I tried plugging CVXOPT to C# from IPY, and it was the most painful programming experience ever. And it didn’t work. In the end I shelved the idea.

With SF I am trying it again. I am only downloading it but there are already signs that it might not work out, again. http://code.msdn.microsoft.com/solverfoundation/Thread/View.aspx?ThreadId=1450

]]> By: John http://www.johndcook.com/blog/2009/01/22/free-optimization-software-microsoft/comment-page-1/#comment-12319 John Fri, 23 Jan 2009 00:06:56 +0000 http://www.johndcook.com/blog/?p=1332#comment-12319 Danny, I'm not sure the purpose of the Solver Foundation software. I suppose seamless integration with .NET is the draw. Another option would be to use IronPython as a bridge between the Python tools you mention and .NET, though this might require some tedious marshaling code. Danny,

I’m not sure the purpose of the Solver Foundation software. I suppose seamless integration with .NET is the draw.

Another option would be to use IronPython as a bridge between the Python tools you mention and .NET, though this might require some tedious marshaling code.

]]> By: Danny http://www.johndcook.com/blog/2009/01/22/free-optimization-software-microsoft/comment-page-1/#comment-12318 Danny Thu, 22 Jan 2009 21:51:53 +0000 http://www.johndcook.com/blog/?p=1332#comment-12318 I've been extremely satisfied with the free optimization you can get with Python. My set of tools: <a href="http://abel.ee.ucla.edu/cvxopt" rel="nofollow">CVX OPT</a> for convex optimization. <a href="https://www.astro.rug.nl/efidad/scipy.optimize.html" rel="nofollow">scipy.optimize</a> for general constrained and unconstrained numerical optimization (BFGS, Conjugate Gradients, etc.) <a href="http://code.google.com/p/sympy/" rel="nofollow">SymPy</a> for symbolic math, which can be useful either to automatically compute derivative functions to give to numerical methods, or to symbolically solve for an update that is repeated frequently. Is the purpose of this package just to give tools to people who are developing in C# already, or is it a suggestion that people who do a lot of optimization should consider using C# (at some point in the future) as their development environment? I’ve been extremely satisfied with the free optimization you can get with Python.
My set of tools:

CVX OPT for convex optimization.
scipy.optimize for general constrained and unconstrained numerical optimization (BFGS, Conjugate Gradients, etc.)
SymPy for symbolic math, which can be useful either to automatically compute derivative functions to give to numerical methods, or to symbolically solve for an update that is repeated frequently.

Is the purpose of this package just to give tools to people who are developing in C# already, or is it a suggestion that people who do a lot of optimization should consider using C# (at some point in the future) as their development environment?

]]> By: gappy http://www.johndcook.com/blog/2009/01/22/free-optimization-software-microsoft/comment-page-1/#comment-12303 gappy Thu, 22 Jan 2009 14:06:53 +0000 http://www.johndcook.com/blog/?p=1332#comment-12303 I haven't tried these routines. The modeling language could be interesting and novel. I would still try to use <a href="http://www.coin-or.org/" rel="nofollow">COIN-OR</a>, or <a href="http://lpsolve.sourceforge.net/" rel="nofollow">lp_solve</a>, since a lot of the code has been around for some time, is optimized and bug-free. I haven’t tried these routines. The modeling language could be interesting and novel. I would still try to use COIN-OR, or lp_solve, since a lot of the code has been around for some time, is optimized and bug-free.

]]>