|
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 |
Reviewer : balbasi@gazi.edu.tr
excellent
Reviewer : balbasi@gazi.edu.tr
excellent package for matlab. but kelleydemo.sce does not work on scilab 4.1. error in rosenbrock function and other.
Reviewer : r.von.seggern@web.de
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
Reviewer : tianqiang_hust@yahoo.com.cn
excellent and thanks
Number of Comments :4