linear optimization solver

Hi,

I am working on a customized formfinding component, using vb.net.

I will have to deal with matrix operations (linear algebra), and linear optimization.

I am looking for a .net free library to do this, but it is hard to find. I found MathNet.Numerics for linear algebra, but it does not include any linear optimization solver.

Any idea ?

Also, could I use Galapagos to solve my linear optimization ? Are there exemples of solving matrix problems with Galapagos ?

And last question : what libraries were used to create the matrix components on GH (transpose, invert,...) ?

Thanks

Replies to This Discussion

Permalink Reply by Arend on February 10, 2013 at 1:41am

The matrix in grasshopper is a representation of a RhinoCommon Transformation:

http://4.rhino3d.com/5/rhinocommon/html/AllMembers_T_Rhino_Geometry...

Here the matrix is represented as 16 seperate members, and not as a seperate matrix kind of object. I don't think it will be much use to you.

There are a lot of linear algebra libraries out there for .net:

Accord.net
https://code.google.com/p/accord/
It seems to have a solver:
http://accord.googlecode.com/svn/docs/html/M_Accord_Math_Matrix_Sol...

Dambach Linear Algebra Framework:

http://linearalgebra.codeplex.com/

Math.Net Numerics

Also the math.net includes several linear optimization solvers:

See also: API Documentation (search for Solve methods)

IlNumerics

http://ilnumerics.net/

Alglib

http://www.alglib.net/

Numerical:

Also seems to have several linear optimization functions

http://numerical.codeplex.com/

Perhaps you can talk about what kind of linear problem you are trying to optimize? There seem to be an awful lot of mathematical libraries for .net; most of them are able to solve a matrix one way or another.

Permalink Reply by Guillaume Niel on February 10, 2013 at 10:03am

Thanks,

I am looking for a linear optimization solver (linear programming - http://en.wikipedia.org/wiki/Linear_programming ). That is to say :

I am not looking for a simple solver like Ax = B

Math.Net Numerics does not include a linear optimization solver for instance.

I'll have a look at your libraries.

Could I solve this with Galapagos ?

Permalink Reply by Vicente Soler on February 10, 2013 at 1:37pm

You can solve almost anything with Galapagos but it probably won't be the most efficient way of doing it.

If your problem can be solved applying linear programming specific algorithms it will guaranty an optimal result (in most cases, I think) and it would solve faster.

Permalink Reply by Benjamin Felbrich on November 27, 2013 at 5:55am

Hi Arend,

do you think you could give some insight in how to implement these libraries in GH? I've been trying the last couple of days, but couldn't import any of them. (I'm quite new to the matter)

I want to use the conjugate gradient method to optimize linear equations. Especially Accord.NET sounds promising, but I get

'Import failed for '[....]Accord.Math.dll': Unable to load one or more of the requested types. Retrieve the LoaderExceptions property for more information'

Some of them work (e.g. "Accord.dll") but most don't. Two days ago it worked, but then it suddenly stopped.

Any help would be of huge interest.

Permalink Reply by michael sprinzl on February 14, 2013 at 5:02am

Try http://funclib.codeplex.com/ whats a cool any easy going one.

It has the FuncLib.Optimization.Ipopt.IpoptOptimize implemented, which solves very robust and fast.

You can not only define to solve to min max, but also applying Constrains.

Permalink Reply by Guillaume Niel on February 14, 2013 at 10:24am

Thanks,

I'll have a look at this too.

Permalink Reply by Benjamin Felbrich on November 27, 2013 at 6:15am

Hi Michael,

I was trying to implement this library, but I couldn't even find the correct .dll to reference.

The downloaded folders contain Ipopt39.dll and IpOptFSS39.dll which both fail to load in the GH C# component with the message:

'Import failed for '.....Ipopt39.dll': Could not load file or assembly '.....Ipopt39.dll' or one of its dependencies. The specified module could not be found.' and resp. for IpOptFSS39.dll

The .cs - files say they're "using FuncLib.Function;" which is nowhere to be found in the downloaded folders.. I also couldn't find these files on the www

Do I need to compile the FuncLib.Function.dll first to reference it into Grasshopper?

Or do you have another suggestion? I want to solve a linear equation system

I would super thankful for a little insight.

Cheers
Benjamin

Permalink Reply by Alexander Ken on February 6, 2020 at 1:16am

Hi michacl,

Do you have a sdk or api of FuncLib?I failed to use FuncLib to solve the Max/Min.

Thanks.

Permalink Reply by Benjamin Felbrich on November 23, 2013 at 6:27pm

Hey Guillaume,

did you make progress on the topic? I'm actually in need of a component like this as well, but I don't know the first thing about coding. Do you think you could give some insight into your accomplishments??

Cheers
Benjamin

Permalink Reply by Guillaume Niel on November 24, 2013 at 4:37am

Benjamin,

I finally changed my algorithm to avoid using linear optimization. So I did not go futher...

Permalink Reply by Lionel du Peloux on July 27, 2015 at 10:00am

Hi there,

I've just tried to use FuncLib (http://funclib.codeplex.com/) in a GH component and it worked almost with no complications.

The only little thing to know is that the funclib version on CodePlex targets x86 dlls of IPOPT optimizer. So you need to start your rhino in 32-bit otherwise you will get a "could not load FuncLib.dll" error.

Probably you can manage to replace the given dll of IPOPT in funclib with newer versions and target both x86 and x64 plateforms.

I'll try to do this and post back here if I succeed.

Cheers,

Lionel

Permalink Reply by Kenryo on September 27, 2015 at 12:04pm