archive of optimisation routines

[Dave Dowey]

I seem to recall that someone in the recent postings on the lack of
optimisation code suggested contacting Yinyu Ye, of the University of
Iowa, College of Business Administration. I would also advocate that those
people who are interested in (and capable of) integrating GPL optimisation
code into Octave contact Y.Ye 

I noticed that the Website for the Computational Optimisation Laboratory
of which he is the Director,

http://dollar.biz.uiowa.edu/col/

contains freely distributatble source for LP, LCP, QP and SemiDefinite
Programming, either in Fortran or in C.

There are also Matlab routines at the site, for solving Linear Programs,
(constrained and unconstrained), Quadratic Programs, and NonLinear
Programs, by Sequential QP. These seem to work fine under Octave. Anyone
interested in finding a quick fix for Octave's optimisation incapacities
could start with this (freely-distributable??) archive of M-files.

David Dowey