From sources-request at octave dot org Mon May 31 08:26:22 2004
Subject: Re: Optimisation
From: Michael Creel <michael dot creel at uab dot es>
To: sources at octave dot org
Date: Mon, 31 May 2004 15:21:01 +0200

On Friday 28 May 2004 16:35, Federico Zenith wrote:
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> Hi people,
> I was wondering whether there was anybody working on optimisation
> algorithms. lpsolve() answers still "not implemented yet" as of 2.1.57. Are
> they under active development?
> I learnt some C++ recently and had a course in optimisation (enough to
> program an algorithm I hope). If you need an hand for that, I'm here.
>
> Cheers,
> - -Federico Zenith

Hi, there is some C++ optimization code in Octave Forge 
http://octave.sourceforge.net/
It's in the main/optim subdirectory. You'll need to use CVS to get it for now, 
it's not yet in the released version. Or I can send it to you if you like. 
Right now there is bfgs, limited memory bfgs, and simulated annealing. Making 
one of these do constrained minimization would be very useful, in my opinion. 
Michael