Pregunta

I am searching for a java library to perform some optimization algorithms (minimization) of a cost function. I would like to implement a simple logistic regression program in java but I have worked only using octave and now I'm searching for a java version of fminunc (or something like that). I have searched over the internet and I found this post but I haven't been able to run none of the libraries cited in the post. I found that Apache commons math package has some optimization algorithms but they are building the version 4.0 of the package and the documentation is almost absent. Has someone any ideas??

P.S.: If someone has developed some simple application using the commons math package feel free to post your code!

Thanks in advance

G.

¿Fue útil?

Solución

If that cost function is NP-complete or NP-hard (due to additional constraints often), you might want to take a look at OptaPlanner (Java, open source).

There is quite some commons-math documentation though.

Alternatively, there is also JavaOctave (but I doubt if that's 100% pure Java).

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