Re: fmincon - fminsearch : constrained simplex optimization in Octave?

[Michael Creel]

I maintain the bfgsmin (regular and limited memory BFGS for 
unconstrained minimization) and samin (simulated annealing for box 
constrained global minimization) functions on Octave Forge. If they 
don't meet the needs of Octave users for their intended uses, I'd like 
to know, and I'd be happy to make any needed improvements. I'd like to 
see a good GPL'd constrained minimizer for general NLP, but as far as 
I know, it's an elusive beast.

Michael

Søren Hauberg wrote:
> baptiste auguie skrev:
> > I'm porting a Matlab code to Octave. I used 'fmincon' function as a  
> > nonlinear fitting routine, allowing for constraints, and use of  
> > different optimization algorithms such as Gauss Newton, Simplex, ...
> >
> > Is there a similar function in Octave?
> I believe fminsearch is in octave-forge (see http://octave.sf.net).
> You can get a nice optimization toolbox for matlab (that also appears to 
> work under octave) at http://www2.imm.dtu.dk/~hbn/Software/
> I don't know the license conditions for the later
>
> Søren
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