Re: fminu-kind of function

[heberf]

There is some contributed code at ftp.mathworks.com which does what you want.  
Look in pub/contrib/v4/optim/dsmax and there are three direct search algorithms 
for unconstrained problem.  These maximize rather than minimize but you can 
just 
change the sign on your function to get the min (recall that minimizing a 
function is the same as maximizing the negative of the function).  In fact one 
of the algorithms is the same one that is implemented in the Matlab function 
FMINS.  Direct search algorithms are not the fastest but they are quite stable 
and don't get hung up at wierd points.  I find these functions quite useful.  I 
don't recall if you have to change anything to make them work in Octave.  If so 
it's trivial.

Heber

> Hi!!!
>       I've been going through the mailing list's archive, and found someone
> asked a while ago about fminu and fmins functions in Octave. At present, I 
have
> been using fsolve, but the results I get seem to be random. Put it in other 
> words, I could do a better job myself :))) In particular, I just wanted to 
know
> what's the best way to find the minimum of a function using octave. Is there
> anything in fsolve that I should know about? At any case, my tries always get
> fsolve to return a status of 3...
> 
>       Any help?
>       TIA,
> Jose
> -- 
> Jose L Gomez Dans                     PhD student
>                                       Radar & Communications Group
>                                       Department of Electronic Engineering
>                                       University of Sheffield UK
> 

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Heber Farnsworth
Assistant Professor of Finance
John M. Olin School of Business
Washington University
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