nonlinear optimization

Michael Creel <[email protected]> Mon, 19 Jan 2004 11:11:56 +0100

Newsgroups	gmane.comp.gnu.octave.sources
Organization	UAB
Message-ID	<[email protected]>

Hello all,
I have some nonlinear optimization code available at 
http://pareto.uab.es/mcreel/Econometrics/MyOctaveFiles.html, in the Optimize 
section. To see an example of how to use it, get the file "TestBFGSMin.m" 
from the Examples section. You also need the file rosenbrock.m from the 
MathFunctions section to run the example. Here's the output of the 
TestBFGSMin.m program, which is minimizing a 50 dimensional Rosenbrock 
function using U(0,1) start values. Times are for PIV, 3.06GHz. Comments are 
welcome.

Michael