ojAlgo 20 Years Today
On this day, 20 years ago, ojAlgo was registered at SourceForge. At that time, that was the place for Open Source project hosting (and the default version control system was CVS).…
Who Uses ojAlgo?
What software builds on ojAlgo, and what category developer finds ojAlgo useful? I've been meaning to write a post about that for some time now. Recently I've also felt an…
The Memory Estimator
https://lemire.me/blog/2022/11/22/what-is-the-size-of-a-byte-array-in-java Came across this blog post by Daniel Lemire. It's not his most interesting or informative post, but made me remember a little utility I wrote many years ago. MemoryEstimator…
Optimisation-as-a-Service
The main benefit with ojAlgo's suite of mathematical optimisation solvers is that it's open source pure Java. It allows to solve mathematical optimisation problems directly in the JVM – no…
ojAlgo v52
ojAlgo v52.0.0 has been released! It is the first release to require Java 11. org.ojalgo.array The array package now support "arrays" of any primitive numeric type. In particular support for…
Updated LP Benchmark With Hipparchus
Just discovered a new Java LP solver, and did a quick update to the Pure Java LP Solver Benchmark. Apache Commons Math (ACM) contains an LP solver. Version 3.6.1 of…
LP, QP & MIP on the JVM
If you need to solve mathematical optimisation LP, QP or MIP models without calling native code – running only pure Java code – there are very few options. In fact,…
Generalized AutoRegressive Conditional Heteroscedasticity
What is a Generalized AutoRegressive Conditional Heteroscedasticity (GARCH) process? That's a long fancy name for something that's actually relatively simple. The overall context is time series analysis. Let's sort out…
Optimisation Model File Formats
There are a number of different file formats around for persisting optimisation models, ojAlgo even has its own model file format. One of the file formats stands out as "the"…
Iterative Solver Comparison
A comparison between some iterative methods to solve linear equation systems. We'll compare 3 different methods: Jacobi, Gauss-Seidel and the Conjugate Gradient method. First the Jacobi and Gauss-Seidel methods are…