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Derivative-free nonlinear optimization for .NET and Java

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18 Dec 2012MIT10 min read 35.6K   864   19  
Announcing standalone implementations of derivative-free nonlinear optimizers for .NET and Java platforms
/*
 * jcobyla
 * 
 * The MIT License
 *
 * Copyright (c) 2012 Anders Gustafsson, Cureos AB.
 *
 * Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files 
 * (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, 
 * publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, 
 * subject to the following conditions:
 *
 * The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.
 *
 * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF 
 * MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE 
 * FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION 
 * WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
 * 
 * Remarks:
 * 
 * The original Fortran 77 version of this code was by Michael Powell (M.J.D.Powell @ damtp.cam.ac.uk)
 * The Fortran 90 version was by Alan Miller (Alan.Miller @ vic.cmis.csiro.au). Latest revision - 30 October 1998
 */
package com.cureos.numerics;

/**
 * Interface for calculation of objective function and constraints in COBYLA2 optimization.
 * 
 * @author Anders Gustafsson, Cureos AB.
 */
public interface Calcfc {
    /**
     * The objective and constraints function evaluation method used in COBYLA2 minimization.
     * @param n Number of variables.
     * @param m Number of constraints.
     * @param x Variable values to be employed in function and constraints calculation.
     * @param con Calculated function values of the constraints.
     * @return Calculated objective function value.
     */
    double Compute(int n, int m, double[] x, double[] con);
}

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This article, along with any associated source code and files, is licensed under The MIT License


Written By
CEO Cureos AB
Sweden Sweden
I am the owner of Cureos AB, a software development and consulting company located in Uppsala, Sweden. The company's main focus is in developing software for dose-response analysis and optimization of large patient treatment materials, primarily using the .NET framework. In my Ph.D. thesis I outlined a general optimization framework for radiation therapy, and I have developed numerous tools for radiotherapy optimization and dose-response modeling that have been integrated into different treatment planning systems.

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