nonlinear-optimization

Pure Java open-source libraries for portfolio selection (= constrained, non-linear optimization)?

Does anyone know or has experience with a pure Java library to select portfolios or do some similar kinds of quadratic programming with constraints? There seems to be a lot of tools, as already discussed elsewhere - but what I would like to use is a pure Java implementation. Since I want to call the library from within another open-sour...

Finding a curve to match data

I'm looking for a non-linear curve fitting routine (probably most likely to be found in R or Python, but I'm open to other languages) which would take x,y data and fit a curve to it. I should be able to specify as a string the type of expression I want to fit. Examples: "A+B*x+C*x*x" "(A+B*x+C*x*x)/(D*x+E*x*x)" "sin(A+B*x)*exp(C+D*x)+...

Non Linear Integer Programming

I would like to know if there is a package in R handling non linear integer optimization. "Basically", I would like to solve the following problem: max f(x) s.t x in (0,10) and x is integer. I know that some branching algorithms are able to handle the linear version of this problem, but here my function f() might be more complicated. ...

Find the Discrete Pair of {x,y} that Satisfy Inequality Constriants

I have a few inequalities regarding {x,y}, that satisfies the following equations: x>=0 y>=0 f(x,y)=x^2+y^2>=100 g(x,y)=x^2+y^2<=200 Note that x and y must be integer. Graphically it can be represented as follows, the blue region is the region that satisfies the above inequalities: The question now is, is there any function in Mat...