NAG Library Latest Content

What's New at Mark 27.3: See the new solvers

More recent functionality in the NAG Library: 

Faster Data Fitting (Calibration): Mini Article, Python Examples, Java Examples

Fast Implied Volatilities: Mini Article, Python ExamplesJava Examples

Solving Convex and Non-convex Quadratically Constrained Quadratic Programming (QCQP) Problems: Mini Article, Python Examples, Java Examples

Solving Convex Problems with Second-order Cone Programming (SOCP): Mini Article, Technical Poster & Python Examples

Derivative-free Optimization Solver for Calibration Problems: Technical Poster & Mini Article 

Flexible Modelling with the NAG Optimization Modelling Suite: Mini-article & Examples

First-order Active-set Method for Nonlinear Programming: Mini Article, Python Examples

Nearest Correlation Matrix: Technical Poster, Python Examples, Java Examples & Mini Article 

Randomized Numerical Linear Algebra (RNLA) Algorithms: Technical Poster 

Non-negative Matrix Factorization for Analysing High-dimensional Dataset: Slide Deck & Python Examples 

Polynomial Root-finding: Blog

"The code is highly reliable. The NAG Library contains some of the best algorithms available"

Fred Hickernell, Professor, Illinois Institute of Technology