Constrained optimization for nonlinear multivariable function in Java

Question

我正在寻找一种方法的实现，该方法对非线性多变量函数进行约束优化。

Answer 1

IPOPT is the most robust solver I know of.

It has a Java interface although I have no idea how good that is, I only use the C++ API.

Answer 2

There are several open source java implementations that can do this, such as:

• OptaPlanner (apache license, 100% java, lots of examples and documentation)
• jacop
• choco
• ...

Answer 3

I recently ported Michael Powells' COBYLA2 derivative-free optimizer for nonlinear objective functions and constraints to Java. You'll find the source code here .

Answer 4

您可以查看Choco ，这是一个在java中实现的约束编程框架。