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Re: Contribution to the optimization toolbox


From: Michael Creel
Subject: Re: Contribution to the optimization toolbox
Date: Mon, 7 Sep 2009 10:41:02 +0200

On Mon, Sep 7, 2009 at 10:37 AM, Michael Creel <address@hidden> wrote:
> On Fri, Sep 4, 2009 at 3:58 PM, Søren Hauberg <address@hidden> wrote:
>> fre, 04 09 2009 kl. 10:27 -0300, skrev Leonardo Martins:
>>> 1) Regarding tests, has anyone ever considered interfacing
>>> Octave/Optim Toolbox with CUTEr (http://hsl.rl.ac.uk/cuter-www/) for
>>> more standardized testing? It can be a lot of work, but in the long
>>> run I guess Octave can benefit from knowing exactly where it stands if
>>> compared to other optimization software.
>>
>> It seems like CUTEr is non-free software (it does not allow for
>> commercial use), so I don't think we're allowed to interface with it.
>> Perhaps the Matlab interface can be used directly (Octave does support
>> MEX) ?
>>
>>> That rises another question: what criteria are
>>> used to determine whether a tool goes to the core/(from) toolbox? Is
>>> there any workflow based on reliability, compatibility, or any other
>>> criteria?
>>
>> I don't think any clear-cut criteria exists, but in general, things
>> should go into Octave core if
>>
>>  1) they are in Matlab core, or
>>  2) they are of very general use.
>>
>> In terms of optimisation, I would _guess_ that things should go into
>> Octave core if they are in Matlab core (for compatibility), and
>> otherwise in the 'optimization' package.
>>
>> Søren
>>
>>
>
> I have done a little searching, and there are a number of sources for
> test functions for optimization, some of which provide Octave/Matlab
> code.
>

Whoops, I sent that before I meant to. I meant to add that a lot of
the provided code appears to be unlicensed or public domain. I would
guess from the context I found it in that the authors would probably
allow it to be used. but the authors would need to be contacted, of
course. Examples are:
http://www-optima.amp.i.kyoto-u.ac.jp/member/student/hedar/Hedar_files/TestGO_files/Page364.htm
http://www.mat.univie.ac.at/~neum/glopt/test.html

Michael



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