All Questions
Tagged with c++ optimization
18 questions
15
votes
5
answers
2k
views
Ensuring IEEE 754 Compliance and Numerical Precision in C++ HPC Projects
I'm currently engaged in a large-scale C++ HPC project focused on numerical simulation, particularly Finite Element Method (FEM) simulations. Our project spans various Linux-based platforms and ...
- 151
2
votes
1
answer
200
views
Speeding up 3 body problem acceleration calculation
I want to find optimizations to my code for the 3BP, and more specifically computing accelerations. I'm using a data-driven approach, so I have a bodies structure ...
- 41
2
votes
3
answers
2k
views
Find a solution of large system of inequalities
I have a large system of homogenous inequalities involving 33 real unknowns of the form
$$
\vec{F}(z_i)^T \cdot \vec{X}>0\,
$$
where $\vec{X} = \left(x_1,...,x_{24}\right)^T$ are the unknowns and ...
- 159
4
votes
3
answers
1k
views
Best software to do big number calculations quickly
I am trying to do some work on some math conjecture. I am testing the conjecture numbers using very large math numbers (100+ digits ). I am currently using python to test these numbers.
In the ...
- 143
8
votes
0
answers
5k
views
Good C++ optimization library for BFGS
To implement maximum likelihood estimators, I am looking for a good C++ optimization library that plays nicely with Eigen's matrix objects. Eigen has some capability of interfacing of its own but if ...
- 183
1
vote
1
answer
519
views
I've developed a derivative-free optimization method, looking for comments
Here is the URL: https://github.com/avaneev/biteopt
I've tested it on numerous global optimization benchmarking functions (included), and on real-world hyperparameter optimization problems I have. ...
- 201
2
votes
0
answers
844
views
Using C/C++ for Markov chain Monte Carlo (MCMC) methods
I'm working on optimizing the parameters of a mathematical model to fit experimental data, using an existing formula for the likelihood of observing the data given a set of parameter values. At the ...
- 31
1
vote
2
answers
1k
views
LU decomposition of large dense matrices
I wanted to generate LU decomposition of large size dense matrices ($N>10^7$), the LU decomposition I'm currently using is based on Adaptive Cross Approximation and is taking very long time to ...
- 151
6
votes
4
answers
8k
views
Beating typical BLAS libraries matrix multiplication performance
A dull matrix multiplication algorithm where we use the formula
$$C_{ij}=\sum_{k}A_{ik}B_{kj}$$
By literally following this in 3 loops we'll get a very slow program, because we don't utilize ...
1
vote
2
answers
1k
views
GSA Search Algorithm in C++
Is there any version of GSA (Gravitational Search Algorithm)[1] implemented with C++ or even C#?
What I found was implemented using MATLAB which is not good for me.
[1] Rashedi, Esmat, Hossein ...
- 13
1
vote
4
answers
2k
views
Which C++ Multi-objective Optimization libraries allows the addition of custom problems and custom algorithms?
I'm working on a custom discrete and constrained multi-objective optimization problem and I'd like to know which libraries or platforms that implement algorithms like ...
- 131
1
vote
1
answer
14k
views
Looking for a C/C++ implementation of the Hungarian method for real-valued cost matrix
I am looking for a C/C++ implementation of the Hungarian method for solving the linear assignment problem with real-valued cost matrix.
Some implementation I found, such as this one, only work for ...
- 515
1
vote
3
answers
400
views
Traveling Salesman Problem
First off some context. The Traveling Salesman Problem(TSP) is to find the most efficient route passing through a series of points only once. However, there is no perfect function to solve for this in ...
5
votes
3
answers
936
views
Minimization of non-linear function
Problem Summary
I am trying to estimate the (x,y) coordinates of each node in a graph, where I know the distances between connected nodes. For example
Given this ...
- 191
5
votes
2
answers
2k
views
Solver suggestion for many small quadratic problems in C++
I have a C++ program/model that in some parts already use IPOPT (with ADOL-C and ColPack) to solve some pretty large nonlinear problems.
Now in another part of the program, I need to solve a large ...
- 193
4
votes
2
answers
473
views
Can the Levenberg-Marquardt algorithm be used for minimization and not fitting
Can the Levenberg-Marquardt algorithm be used for minimization and not fitting?
Usually we input the derivative of the function we want to fit in the minimizer. Now if I assume I have an objective ...
3
votes
1
answer
754
views
SQP optimization algorithm tuning advice
I am using a stable version of SQP algorithm from a lib. Parameters setting is left to the developer, althought default values are at hands. I launch solver on very simple optimization problems s.a.
...
- 343
7
votes
2
answers
703
views
Recommendations for a usable, fast GPL-compatible derivative-free numerical optimization library that can be interfaced to C++
I am dealing with optimization of functions for which I do not have derivatives available, and the optimization is not constrained. I am searching for a high quality GNU Public License-compatible ...
- 1,916