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

[Etienne Grossmann]

  Hi Michael,

I have put bfgsmin to profit in the past and will probably continue to
do so. I also used Piotr Krzyzanowski's conjugate gradient (conjgrad
has a smaller footprint than bfgs, iirc). His code is GPL'd I could
add it to OF, after asking Piotr for confirmation that it is ok to do
so.

  Hth,

  Etienne

On Fri, Nov 10, 2006 at 10:32:48AM +0100, Michael Creel wrote:
# 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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-- 
Etienne Grossmann ------ http://www.isr.ist.utl.pt/~etienne