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

From: Michael Creel
Subject: Re: fmincon - fminsearch : constrained simplex optimization in Octave?
Date: Fri, 10 Nov 2006 10:32:48 +0100
User-agent: Thunderbird (X11/20060922)

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.


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
You can get a nice optimization toolbox for matlab (that also appears to work under octave) at
I don't know the license conditions for the later

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