From octave-sources-request at bevo dot che dot wisc dot edu Mon Jan 19 04:17:58 2004
Subject: nonlinear optimization
From: Michael Creel <michael dot creel at uab dot es>
To: octave-sources at bevo dot che dot wisc dot edu
Date: Mon, 19 Jan 2004 11:11:56 +0100

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