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call octave from C for nonlinear optimization
From: |
Michael Creel |
Subject: |
call octave from C for nonlinear optimization |
Date: |
Mon, 10 Nov 2003 15:58:14 +0100 |
User-agent: |
KMail/1.5.4 |
Hello,
I'm interested in using optimizers written in C (or fortran) to optimize
objective functions defined using Octave .m files. So far I can call the .m
files, so this looks feasible. For example, the attached files (thanks P.
Kienzle and other posters for the basis for this) files allow me to use
Poisson.m to define the likelihood function value supposing a Poisson
density. So, this looks pretty simple. My plan is to extend this to pass the
obj. fun. value to an optimizer in C.
Since the loops in the optimization program will be in C, and the objective
function defined in Octave will contain no loops, I _suppose_ this will be
faster than plain Octave.
The motivation is that I believe I can find robust, fast, general purpose
optimizers written in C, so I'd like to use them. But I like the freedom that
Octave gives in coding the objective functions in a natural, simple style
suitable for non-hackers like myself.
Any comments or suggestions? Thanks.
test.cpp
Description: Text Data
Poisson.m
Description: Text Data
- call octave from C for nonlinear optimization,
Michael Creel <=