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[Octave-bug-tracker] [bug #35333] [octave forge] (optim) implement fminc

From: John W. Eaton
Subject: [Octave-bug-tracker] [bug #35333] [octave forge] (optim) implement fmincon via a wrapper for sqp
Date: Fri, 26 Oct 2018 11:13:48 -0400 (EDT)
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:52.0) Gecko/20100101 Firefox/52.0

Follow-up Comment #5, bug #35333 (project octave):

Thanks for the info.  I wasn't aware of the capabilities of nonlin_min.

Yes, I understand that fmincon in Matlab provides multiple algorithms to
choose from.  My goal was primarily to get something started that would
provide a compatible interface, even if only one requested method is
implemented.  My idea was that until other methods were implemented, the
others could warn and use the only available method and that other issues can
be fixed later.

If nonlin_min already provides multiple methods, then we could certainly use
that.  I'm not looking to provide an fmincon functoin that competes with
anything.  I would just like to have a function with an interface compatible
with fmincon, at least as much as possible.

If there are compatibility problems with sqp or other algorithms, then we can
address those problems individually.  I'm not expecting this job to be done
all at once.  Any help you can offer would be welcome, but I am certainly not
expecting you (or anyone else) to do the work.  I asked here to see if I could
get some feedback.


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