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For questions related to computational software and libraries written in the C programming language

0 votes
1 answer
256 views

Looking for a converter of AMPL/GAMS models into C code

Conversion between model formats is available, but conversion of objective function and constraint equations into C code seems absent. …
aleksv's user avatar
  • 201
1 vote
Accepted

Looking for a converter of AMPL/GAMS models into C code

I have found a solution which converts NL format to C program. NL format can be obtained from AMPL input easily. https://ampl.com/netlib/ampl/solvers/nlc/index.html …
aleksv's user avatar
  • 201
1 vote
1 answer
518 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. Se …
aleksv's user avatar
  • 201
6 votes
4 answers
3k views

Efficient eigen-decomposition of covariance matrix

I am looking for an C/C++/Python algorithm implementation that calculates eigenvalues and eigenvectors of a symmetric, positive semidefinite covariance matrix. …
aleksv's user avatar
  • 201