Erik Erlandson created MATH-1464:
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Summary: convex optimization with constraints, barrier method
Key: MATH-1464
URL: https://issues.apache.org/jira/browse/MATH-1464
Project: Commons Math
Issue Type: New Feature
Reporter: Erik Erlandson
Commons math supports SimplexOptimizer for linear programming. I created a
somewhat similar package for convex optimization with constraints, which is
here:
[https://github.com/erikerlandson/gibbous]
I designed it to work in the style of commons-math optimizers, so I thought I
would propose it for inclusion with commons math optimization, to see if there
is any community interest.
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