I’ve read this series if articles about using Excel Solver for all kinds of optimization problems. This is very neat, but of course, I would prefer to write models with code instead, preferably in D. I glanced at mir-optim but it requires knowledge of advanced math. Is there something more approachable for a layperson?
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January 01, 2023 Solving optimization problems with D | ||||
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January 01, 2023 Re: Solving optimization problems with D | ||||
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Posted in reply to Ogi | On Sunday, 1 January 2023 at 21:11:06 UTC, Ogi wrote: >I’ve read this series if articles about using Excel Solver for all kinds of optimization problems. This is very neat, but of course, I would prefer to write models with code instead, preferably in D. I glanced at mir-optim but it requires knowledge of advanced math. Is there something more approachable for a layperson? What do you want to optimize? Optimization in general requires reasonably advanced mathematics, whereas a single problem can be simplified. |
January 03, 2023 Re: Solving optimization problems with D | ||||
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Posted in reply to Ogi | On Sunday, 1 January 2023 at 21:11:06 UTC, Ogi wrote: >I’ve read this series if articles about using Excel Solver for all kinds of optimization problems. This is very neat, but of course, I would prefer to write models with code instead, preferably in D. I glanced at mir-optim but it requires knowledge of advanced math. Is there something more approachable for a layperson? Maybe mir-optim and dopt are the only options. |
January 04, 2023 Re: Solving optimization problems with D | ||||
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Posted in reply to max haughton | On Sunday, 1 January 2023 at 22:00:29 UTC, max haughton wrote: >On Sunday, 1 January 2023 at 21:11:06 UTC, Ogi wrote: >I’ve read this series if articles about using Excel Solver for all kinds of optimization problems. This is very neat, but of course, I would prefer to write models with code instead, preferably in D. I glanced at mir-optim but it requires knowledge of advanced math. Is there something more approachable for a layperson? What do you want to optimize? Optimization in general requires reasonably advanced mathematics, whereas a single problem can be simplified. There are a lot of C libraries too that you can call from D for optimization too, but like Max says knowing what you want to optimize helps a lot. Excel’s optimizer works for small problems but chokes if the dimension increases too much.It is probably some sort of nonlinear gradient free solver. |
January 04, 2023 Re: Solving optimization problems with D | ||||
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Posted in reply to Sergey | On Tuesday, 3 January 2023 at 21:13:55 UTC, Sergey wrote: >On Sunday, 1 January 2023 at 21:11:06 UTC, Ogi wrote: >I’ve read this series if articles about using Excel Solver for all kinds of optimization problems. This is very neat, but of course, I would prefer to write models with code instead, preferably in D. I glanced at mir-optim but it requires knowledge of advanced math. Is there something more approachable for a layperson? Maybe mir-optim and dopt are the only options. I have a wrapper for the R optimization libraries somewhere. It lets you call the same C libraries underlying R's optim, with the option to choose the algorithm. Haven't used it in a while, but as I recall it was pretty easy to use. I probably also wrapped some of the third-party R optimization libraries at some point. |