A Swift library for optimization problems as well as root finding and minimization/maximization.
As a former financial engineer, I fell in love with building models and optimizing them. We had incredible toolsets to do so, but they were expensive and often hard to port to production code. Now with Swift, we have a language that is as usable as a scripting language but can compile into fast production code. Swift 2.0 being open source, hopefully writing highly reusable, cross-platform code will become easy. I wanted to build off of some of the great work being done to turn Swift into a viable tool for analysis and modeling by creating an optimization library. With the help of some people much smarter than me, hopefully this can become a standard library for optimization in Swift. I've laid some (rather naive) groundwork, so please contribute and help take this library to the next level!
I'd love to hear about it and list your project here. See "Contact" section to get a hold of me.
I have just begun to scratch the surface of what should be done here. Please contribute to this library by submiting a pull request. Contact me if you have any questions about what or how to contribute.
- Swix: Optimize uses the great vector/matrix library, Swix, by Scott Sievert
This library is distributed under the MIT License. Contributing to this library is an agreement to license your contributions under this same license.
I can be reached at scottrhoyt@gmail.com