general nonlinear optimization progress

[Ian Fiske]

Hi there,

Is anyone working on implementing a general nonlinear optimizer for
Incanter? I'm thinking BFGS.

If not yet, I found a couple of places where we could pull some Common
Lisp code for BFGS (or BFGS-like) and port it to Incanter:

http://github.com/tpapp/cl-numlib/blob/master/multivariate-optimization.lisp
http://www.phys.uu.nl/DU/num_recipes/lisp.1ed/kdo/readme.htm

Does anyone have experience porting CL to Clojure? How big of a
project might this be?

Best,
Ian

[liebke]

Hi Ian,

I think porting BFGS to Clojure/Incanter is a fantastic idea! I've
only done a small amount of CL to Clojure porting, and the difficulty
of the task seems to really depend on the particular CL code. I'd say
dig in at see how it goes.

David

[Brian Cooley]

I don't have experience with porting CL to clojure, but I have some background in optimization and would be glad to help with this project if you are looking for volunteers.

[Ian Fiske]

Thanks for the help offer. I actually have no background with
optimization except as a user. I was hoping ;) that someone else
might have a good lead on this already as I'm unfortunately way over
my head busy right now to actually lead this. Maybe in a couple of
months I can lead this. In the meantime, I'll try tinkering with the
stuff in cl-numlib (link above) if I get a chance.

Ian

On Oct 22, 2:33 pm, Brian Cooley <blcoo...@gmail.com> wrote:
> I don't have experience with porting CL to clojure, but I have some
> background in optimization and would be glad to help with this project if
> you are looking for volunteers.
>

> On Thu, Oct 22, 2009 at 8:17 AM, Ian Fiske <ianfi...@gmail.com> wrote:
>
> > Hi there,
>
> > Is anyone working on implementing a general nonlinear optimizer for
> > Incanter?  I'm thinking BFGS.
>
> > If not yet, I found a couple of places where we could pull some Common
> > Lisp code for BFGS (or BFGS-like) and port it to Incanter:
>

> >http://github.com/tpapp/cl-numlib/blob/master/multivariate-optimizati...