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Re: fzero and fmins
From: |
Etienne Grossmann |
Subject: |
Re: fzero and fmins |
Date: |
Sun, 13 Jan 2002 16:11:05 +0000 |
Hello,
From: Rene Rebe <address@hidden>
# Hi.
#
# I just started to use octave (because of Matlab in the university ...)
# - so some very stupid first try question:
#
# I'm missing the fzero and fmin function (when I remember right fmin
# got renamed to fminsearch in newer Matlab versions ...). Is there some
# nearly equvalent replacement for them in octave?
There is no fmin, but I wrote a few minimization functions, which,
until I upload them to octave-forge (*) (http://octave.sf.net), you
can find at :
http://www.isr.ist.utl.pt/~etienne/octave/uc_optim-2001.07.16.tar.gz
The functions I provide are for unconstrained minimization :
Without derivatives : Nelder-Mead (function "nelder_mead_min").
With first derivatives : Conjugate Gradient (function "cg_min").
With first and second derivatives : Newton-like method (function "d2_min").
A wrapper for the three functions above : the "minimize" function.
As you can see, none is really like fmins, but they will minimize in
multidimensional spaces.
Hth,
Etienne
(*) octave-forge has a 'fmin' function.
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- fzero and fmins, Rene Rebe, 2002/01/12
- Re: fzero and fmins,
Etienne Grossmann <=