Re: [Q] any fmin equivalent ? -Reply

[Gerrit Visser]

I might be able to get hold of the "Leapfrog" algorithm by Prof. Jan
Snyman from the University of Pretoria. It is not as efficient for simple
problems as the Neldor-Mead type, but has been shown to be excellent
for systems with multiple minima. They have a Matlab .m version at the
University. 

I'll talk to Prof. Snyman  and find out if I may post it.

Gerrit

>>> etienne grossmann <address@hidden> 24/March/2000
05:57pm >>>

  Hello,

#  Francis Courtois wrote:
#  > 
#  > | Hi
#  > |
#  > | I would like to perform some NL optimizations like fmin does for
Matlab. I
#  > | couldn't find anything like that in Octave... any advice ?
#  > |
# 
#  Take a look at http://anonimo.isr.ist.utl.pt:8080/~etienne/octave/
#
#  Etienne Grossman wrote a downsimplex routine which uses
Nelder-Mead
#  simplex algorithm.  This is exactly what fmins uses.  
#
#  P.S.  This question has come up a lot lately.  Maybe this routine should
#  be included with the bleeding-edge releases of Octave.(I think it
#  should.)  

  but it would need an improved synopsis ...

  Etienne



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