Re: Question about fmins!

[rambovn]

Thank you very much for your help. I read about samin and tried the example
that Octave provided, but it appeared error :O:O. Here is the example:

function a = f(x)
        a = cos(x) + 0.01*(x-pi)^2;
endfunction

Set up the controls:
ub = 20;
lb = -ub;
nt = 20;
ns = 5;
rt = 0.5;
maxevals = 1e10;
neps = 5;
functol = 1e-10;
paramtol = 1e-5;
verbosity = 2;
minarg = 1;

Put them in a cell array:
control = {lb, ub, nt, ns, rt, maxevals,
        neps, functol, paramtol, verbosity, minarg};

Call the minimizer (function argument also in cell array):
samin("f", {-8}, control)

error: samin: 1st element of controls must be LB: a vector of lower bounds

Do you know why? :-/
Thank you for your patience.
Regards
Anh


I ran across some Python bindings to the Fortran lbfgsb code by Nocedal and 
co-authors (http://www.ece.northwestern.edu/~nocedal/lbfgsb.html), at 
http://setiathome.ssl.berkeley.edu/~aparsons/python/aipy.lbfgsb.html

As far as I know, lbfgsb is about the state-of-the-art for minimization of 
differentiable functions of high-dimensional parameters, subject to bounds. 
Maybe someone who has experience with Octave/Fortran would like to try to
make 
some bindings?

Otherwise, samin in octave-forge does bounds, without using derivatives.
It's a 
stochastic method. In spite of that, it is pretty quick for many problems. 
Etienne's suggestion is probably the first thing to try, though.
M.

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