Re: minpack code for least squares?

[Jonathan Stickel]

Date: Thu, 14 Feb 2008 06:46:24 -0500
From: Ben Abbott <address@hidden>
Subject: Re: minpack code for least squares?
To: Jaroslav Hajek <address@hidden>
Cc: address@hidden

On Feb 14, 2008, at 3:36 AM, Jaroslav Hajek wrote:
> > hello,
> >
> > I've noticed that Octave includes the Powell's hybrid method from 
> > MINPACK for its fsolve function. Since MINPACK also features 
> > nonlinear least squares (via trust-region approach), I suggest 
> > including also that relevant part of MINPACK (lmder,lmdif etc) and 
> > wrap it in a counterpart to fsolve (with similar interface) to do 
> > nonlinear least squares. I'd volunteer for the project.
> >
> > What do you think?

> I'm all for that. I'd like to have more optimization options in 
> Octave.

> Any chance minpack includes a minimax method as well?

> Ben


There is an existing nonlinear least squares function (and other 
optimization functions) in the octave-forge package "optim".  I don't 
know how it compares to the MINPACK routine.

Jonathan