Optimisation

[Thomas Halahan]

Dear All,

I have an optimasation problem to 

minimise        f(x)  (non-linear)
subject to      h(x) = 0  
                g(x) <= 0  (linear)

Has anyone programmed (and willing to share) a numerical optimisation
function that will take the value of my function f(x), written as an
octave function in terms of x, and find the optimum x, as well as,
say, the khun-tucker multipliers?

Also has anyone programmed a simple unconstrained optimisation programme?

Regards Tom



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