Summary : |
Various optimization methods |
Description : | These optimization methods have been presented in the following book: "Iterative Methods for Optimization}", SIAM, Philadelphia, 1999, Frontiers in Applied Mathematics,18 You will find: cgtrust, bfgsopt, gaussn, gradproj, hooke, imfil, levmar, mds, nelder, ntrust, projbfgs, steep. To test these methods, do a "getd('.')" in the installation directory and then do a "exec Kelleydemo.sce" The codes are freely available on the web, and I would like to put the scilab versions up on the web and on the SIAM web page for the book. Is that ok? |
Corresponding Author : |
Yann COLLETTE |
Website : | http://www4.ncsu.edu/~ctk/ |
File Name : | OptimKelley-1.0.tar.gz |
excellent
excellent package for matlab. but kelleydemo.sce does not work on scilab 4.1. error in rosenbrock function and other.
I have written a new kelleydemoN.sce script. It works fine for the Rosenbrock function f(x,y,p)=1+p*(y-x^2)^2+(1+x)^2 with 12 algorithms. Thanks to C.T. Kelley. I will send the script to the scilab news group. Rainer von Seggern
excellent and thanks