Re: GSoC 2015: Optimization Package: Non-linear and constrained least squares lsqcurvefit, lsqlin, lsqnonlin

[Olaf Till]

On Fri, Feb 27, 2015 at 01:00:50PM -0800, AsmaA wrote:
> Hi,
> 
> Thank-you very much for the discussion on the project.
> 
> I am following up on details in the background.
> 
> 
> Olaf Till-2 wrote
> > If that'll be so, the project could indeed be to implement these
> > functions as wrappers:
> > 
> > 1. 'lsqnonlin' wraps 'nonlin_residmin',
> > 
> > 2. 'lsqcurvefit' wraps either 'nonlin_curvefit', 'nonlin_residmin', or
> >    even 'lsqnonlin',
> > 
> > 3. 'fmincon' wraps 'nonlin_min',
> > 
> > and maybe
> > 
> > 4. 'lsqlin' wraps ... (?).
> > 
> > Olaf
> 
> 'lsqlin' should wrap around Octave's quadratic program 'qp' [2].
> 
> 'lsqlin' problem is a special case of 'qp'. <snip>

Since 'lsqlin' seems to do linear programming, you could indeed see
this as a special case of quadratic programming. But shouldn't a
dedicated linear programming algorithm be better?

I havn't studied linear programming algorithms yet, nor the available
functions in Octave. But there are e.g. 'linprog' in the optim package
and 'glpk' in core Octave. Maybe there are even some algorithms in the
linear algebra package applicable to some large problems (have not
checked).

Olaf

-- 
public key id EAFE0591, e.g. on x-hkp://pool.sks-keyservers.net

signature.asc
Description: Digital signature