Java数学优化库---是免费的还是开放源代码的建议? [英] mathematical optimization library for Java --- free or open source recommendations?

问题描述

有人知道这样的库可以执行数学优化(线性编程，凸优化，或更常见的问题类型)吗?我正在寻找类似MATLAB的东西，但具有处理更大问题的能力.我必须编写自己的实现，还是购买其中一种商业产品(CPLEX等)?

Does anyone know of such a library that performs mathematical optimization (linear programming, convex optimization, or more general types of problems)? I'm looking for something like MATLAB, but with the ability to handle larger problems. Do I have to write my own implementations, or buy one of those commercial products (CPLEX and the like)?

推荐答案

一个好的答案取决于您要表示凸"和更一般"的含义，如果您要解决大型或具有挑战性的线性或凸二次方优化问题(尤其是带有离散组件的问题)，那么很难击败主要的商业解决者 gurobi ， cplex 和

A good answer is dependent on what you mean by "convex" and "more general" If you are trying to solve large or challenging linear or convex-quadratic optimization problems (especially with a discrete component to them), then it's hard to beat the main commercial solvers, gurobi, cplex and Dash unless money is a big issue for you. They all have clean JNI interfaces and are available on most major platforms.

coin-or 项目具有多个优化器，并且具有用于JNI接口的项目.它是完全免费的( EPL 许可)，但设置起来会花费更多的工作.可能不会给您同样的效果.

The coin-or project has several optimizers and have a project for JNI interface. It is totally free (EPL license), but will take more work to set-up and probably not give you the same performance.

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