From: Michael C. <mic...@ua...> - 2004-01-26 10:59:55
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Hello all, I have added some files for optimization into main/optim, in the subdirectory "Optimize". I created a new subdirectory, since the files have some interdependencies between themselves, and the set of necessary files wouldn't be clear if they were put directly into optim. The BFGSMin.m routine, the file of central interest, is much like bfgs.m in optim, but, in my experiece, it is more efficient and robust, since the line search for the stepsize has been re-worked quite a bit. It has been tested quite extensively. It also has a somewhat different interface that makes use of cell arrays. Thus, it doesn't require "leval" and will not generate warnings with Octave > 2.1.50. The Optimize package has no dependencies on octave-forge - it will work with plain Octave 2.1.x. Any comments appreciated. Please leave the flamethrowers on low if I've make any errors with CVS - it's the first time I attempt a commit. Michael |