Re: downhill simplex

[heberf]

There is something like this on the matlab ftp site except that it is an
uphill routine.  Actually there are three of them all written by the same
person (may be we should ask him if we can include it in octave).  At any
rate you might want to compare your code to his code and see if yours has
better features or is faster or whatever.

Go to ftp://ftp.mathworks.com/pub/contrib/v4/optim/dsmax

It seems like I had to make some minor change to make them run in octave
but it's obvious and trivial.
_______________________________________________________________________________
Heber Farnsworth
Assistant Professor of Finance
John M. Olin School of Business
Washington University
Campus Box 1133                                 phone: (314) 935-4221   
One Brookings Drive                             FAX: (314) 935-6359
St. Louis, MO 63130-4899                





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