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Re: [Q] any fmin equivalent ? -Reply
From: |
Gerrit Visser |
Subject: |
Re: [Q] any fmin equivalent ? -Reply |
Date: |
Mon, 27 Mar 2000 08:05:07 +0200 |
I might be able to get hold of the "Leapfrog" algorithm by Prof. Jan
Snyman from the University of Pretoria. It is not as efficient for simple
problems as the Neldor-Mead type, but has been shown to be excellent
for systems with multiple minima. They have a Matlab .m version at the
University.
I'll talk to Prof. Snyman and find out if I may post it.
Gerrit
>>> etienne grossmann <address@hidden> 24/March/2000
05:57pm >>>
Hello,
# Francis Courtois wrote:
# >
# > | Hi
# > |
# > | I would like to perform some NL optimizations like fmin does for
Matlab. I
# > | couldn't find anything like that in Octave... any advice ?
# > |
#
# Take a look at http://anonimo.isr.ist.utl.pt:8080/~etienne/octave/
#
# Etienne Grossman wrote a downsimplex routine which uses
Nelder-Mead
# simplex algorithm. This is exactly what fmins uses.
#
# P.S. This question has come up a lot lately. Maybe this routine should
# be included with the bleeding-edge releases of Octave.(I think it
# should.)
but it would need an improved synopsis ...
Etienne
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