DavidB
01-27-2008, 08:21 PM
Another routine I miss in Numerical Recipes: a routine for Quadratic Programming (Optimization) with constraints, for example, upper and lower bounds for permitted values of x, as well as constraints of the form [A] (x) <= (b).
I have kept my eyes open for source code for such a program for a number of years, but it doesn't seem to be the sort of program coders are willing to part with for free. All software I see for such a task is quite expensive (although I have heard that MATLAB, for example, doesn't do a very good job with Quadratic Programming problems anyhow).
Is such code included in the Third Edition? If not, could it be added to a "Wish List" for a future edition?
I have kept my eyes open for source code for such a program for a number of years, but it doesn't seem to be the sort of program coders are willing to part with for free. All software I see for such a task is quite expensive (although I have heard that MATLAB, for example, doesn't do a very good job with Quadratic Programming problems anyhow).
Is such code included in the Third Edition? If not, could it be added to a "Wish List" for a future edition?