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Optkelley

Scilab software for Iterative Methods for Optimization
(955 downloads for this version - 13135 downloads for all versions)
Details
Version
1.0
A more recent valid version with binaries for Scilab 5.2 exists: 1.1
Authors
C. T. Kelley
Yann Collette
Michael Baudin
Owner Organization
North Carolina State University and Consortium Scilab
Maintainer
Michael Baudin
Category
License
Creation Date
March 22, 2010
Source created on
Scilab 5.2.x
Binaries available on
Scilab 5.2.x:
Windows 64-bit Windows 32-bit Linux 64-bit Linux 32-bit MacOSX
Install command
--> atomsInstall("optkelley")
Description
            Purpose

These Scilab files are implementations of the algorithms from the book
'Iterative Methods for Optimization', published by SIAM, by C. T. Kelley. The
book, which describes the algorithms, is available from SIAM (service@siam.org).

The optimization codes have the calling convention
[f,g] = objective(x) 
returns both the objective function value f and the gradient vector g. I 
expect g to be a column vector. The Nelder-Mead, Hooke-Jeeves, Implicit
Filtering, and MDS codes do not ask for a gradient.

Authors

Professor C. T. Kelley
Tim_Kelley@ncsu.edu
Department of Mathematics, Box 8205
North Carolina State University
Raleigh, NC 27695-8205
(919) 515-7163
(919) 515-3798 (FAX)

Yann Collette, 2008

Michael Baudin, DIGITEO, 2010

History

These files have been ported into Scilab by Yann Collette in 2008.

In 2010, the update of the module to Scilab 5.2 has been performed by Michael
Baudin, with formatting of the help pages and bug fixes. The bug fixes include
the optkelley_nelder function, with replacement of the call to sort with call to
mtlb_sort. It also includes the replacement of sum with mtlb_sum. The functions
are now consistently named. Several unit tests have been added, as well as
demos. The error message use now mprintf, with the name of the routine first.
            
Files (2)
[67.69 kB]
Source code archive

[148.76 kB]
OS-independent binary for Scilab 5.2.x
Binary 32-bit
Automatically generated by the atoms compilation chain

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