jeffpollock9 / ook

OOK::Open Optimisation Kit

OOK is a library for developing optimisation algorithms.

Currently implemented optimisers are line search based methods:

• Steepest descent
• Fletcher-Reeves
• BFGS
• Newton
• LBFGS

Prerequisites

The library requires

• Boost.Test for running the test suite.
• Doxygen for building the docs.
• OpenBlas
• Blaze linear algebra library

It has been tested on Suse 13.1 using

• gcc-4.8.1
• boost-1.55.0

Build and install

To build the tests,

> mkdir $BUILD_DIR
> cd $BUILD_DIR
> cmake -DBLAS_LIBRARIES=<blas library> <path to ook dir>
> make

To run tests,

> make test

and also,

> diff <(./bin/sdrive) ../ook/test/f.out && diff <(./bin/sdrive_diagco) ../ook/test/diagco_f.out

To build and view documentation,

> make doc
> <your browser> ./doc/html/index.html

To install,

> sudo make install

Notes on lfbgs

C++ implementation of lbfgs. This is based on the original Fortran implementation, by first running f2c, then refactoring the code to a point where it is easier to see what is going on for a regular C++ user. The refactoring took place with some ad hoc testing which is included here. The test compares the output files generated by fortran (with a substitution of E for D) to those generated by comparable C++ programs.