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Re: Optimisation


From: Etienne Grossmann
Subject: Re: Optimisation
Date: Wed, 20 Sep 2000 08:53:49 +0100
User-agent: SEMI/1.12.1 ([JR] Nonoichi) FLIM/1.12.7 (Y■zaki) Emacs/20.7 (i386-debian-linux-gnu) (with unibyte mode)


  Hello

#  With regards to my question earlier function f(x) is a vector.

  Which is a vector? f(x) or x?

#  On Tue, 19 Sep 2000, Thomas Halahan wrote:
#  > Dear All,
#  > 
#  > I have an optimasation problem to 
#  > 
#  > minimise      f(x)  (non-linear)
#  > subject to    h(x) = 0  
#  >               g(x) <= 0  (linear)
#  > 
#  > Has anyone programmed (and willing to share) a numerical optimisation
#  > function that will take the value of my function f(x), written as an
#  > octave function in terms of x, and find the optimum x, as well as,
#  > say, the khun-tucker multipliers?
#  > 
#  > Also has anyone programmed a simple unconstrained optimisation programme?

  I have a downhill simplex (not a "simplex" in the sense of your
optimization problem). (http://anonimo.isr.ist.utl.pt/┬Ő├żetienne/octave) 

  Also, a Levenberg-Marquardt-like optimization function, not yet on
my home page. Would you be interested?

  Cheers,

  Etienne



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