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Re: What is the best approach - 'sqp' or 'fsolve' ?


From: Jaroslav Hajek
Subject: Re: What is the best approach - 'sqp' or 'fsolve' ?
Date: Sun, 31 Jan 2010 21:13:15 +0100

On Sun, Jan 31, 2010 at 5:05 PM, Guido Walter Pettinari
<address@hidden> wrote:
> Hi Jaroslev,
>
> thank you for your answer!
>
> Since I have to minimize just one function - not a system - and I have no 
> constraints, I guess I am better off with 'fminunc'. I am using Octave 3.2.3; 
> do you deem the 'fminunc' included there is robust enough?
>

I can't tell - you'll have to try it. In any case, there have been
some significant fixes and improvements since 3.2.3.

> I would like to ask you one more question about optimization. Which 'fzero' 
> function would you recommend, the one in Octave core or the one in the 
> optimization package?

I recommend the core one, but I'm biased because I wrote it :)


-- 
RNDr. Jaroslav Hajek, PhD
computing expert & GNU Octave developer
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz


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