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Re: Optimisation functions missing?


From: Michael Hanke
Subject: Re: Optimisation functions missing?
Date: Fri, 5 Mar 1999 09:36:24 +0100 (MET)

On Thu, 4 Mar 1999, heberf wrote:

> 
> I recommend we try something a little more modern.  If someone would like to 
> join me (or several someones) we could have something in a short amount of 
> time. 
> Let me give you a little introduction to modern optimization (I'm no expert 
> but 
> I've read some recent stuff and taken a class or two a few years back).  When 
> octave first came out we talked about using NPSOL but the license was a 
> problem. 
> The truth is that NPSOL uses a very old algorithm called "sequential 
> quadratic 
> programming".  I'm thinking we can do better than this.
> 

It might be of help to have a look at
http://plato.la.asu.edu/guide.html
and related sides. H.D. Mittelmann does also a lot on benchmarking.

Hope that helps.

Michael

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|  Michael Hanke                Royal Institute of Technology   |
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