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Re: downsimplex
From: |
etienne grossmann |
Subject: |
Re: downsimplex |
Date: |
Wed, 19 Jan 2000 18:17:03 +0000 (WET) |
Hello
Ben Sapp wrote:
# etienne grossmann wrote:
# > If you like, we should be able to write decent minimizing tools. It
# > should be easier for 2 persons than for one.
# >
# I agree. I will help on this effort. As a matter of fact I suggest
# that you do not write any thing similar to lp(Linear Programming) in
# Matlab. I have a .oct file that is almos complete. It will be very
^^^^
Excuse my ignorance, I do not know
what .oct files are; the html-doc doesn't
say much.
# similar to Matlabs lp in it's synopsis. I hope that when it is finished
# it can be put in octave and replace lp_solve which still needs to be
# written.
Our matlab must be missing some toolboxes (certainly a good
budgetary measure), I can't find anything about "lp".
# I assume from the discussion that downsimplex means the simplex method
# of Nelder and Mead? I only ask because lp uses the simplex method
# also. But, the simplex method of Nelder-Mead is much different than the
# simplex method used in Linear Programming. Both, however, reduce the
# cost(or function) at every iteration. So, both could be correctly
# called downsimplex. I guess we just need to agree on a terminology.
Yes, the "downhill simplex" I was speaking of is Nelder and Mead's,
for minimizing an arbitrary function. This is very easy to
program. The "lp" you are writing is for finding optima of a linear
function with linear inequality constraints, isn't it? This is a much
bigger program to write, if I get it correctly.
The problem with my code (apart from bugs, I mean) is it's
synopsis, which I should simplify. I don't know if I should change the
way options are passed, or if I should change the way I explain the
passing of options.
It would probably be easier for octave users if options were passed
to octave functions in a similar way , especially options that
represent the same quantities e.g. number of iterations etc.
Any ideas on the subject ?
Cheers,
Etienne
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- downsimplex, etienne grossmann, 2000/01/18
- Re: downsimplex,
etienne grossmann <=