On Friday, 19 February 2016 at 21:10:45 UTC, Dave wrote:


Good starting points for a GSOC project would be "to port" mc-stan.org or some optimization algorithms from Coin-OR.org (please let me be more particular and independent of existing work if there is any interest for such a project!).


I've written bindings for nlopt and a wrapper to make it more D-like. Close to releasing it. I'm also thinking about doing the same thing for GLPK, but I want to do other non-D stuff before I get to that. The only optimization library I'm familiar with in Coin-OR is ipopt and that's C++, which might be more difficult to get working.

Being able to call Stan from D would definitely be cool. It looks beyond my expertise to get it working though. I think part of the difficulty is that while it is written in C++, there isn't a C++ interface. I think they are working on one though. I looked at the code for rstan and the command line interface and couldn't make much headway in understanding what's going on.

It should be possible to do some manipulation in D and pipe it to the command line interface of Stan. Alternately, you could try calling pystan or rstan from D. If you make any progress on these approaches, I would be interested.

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