ook's Introduction

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.

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