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Re: convex optimization problems in octave (trying to replace Matlab wit


From: Martin Helm
Subject: Re: convex optimization problems in octave (trying to replace Matlab with Octave in university)
Date: Sat, 09 Apr 2011 16:23:29 +0200

Am Samstag, den 09.04.2011, 14:46 +0300 schrieb Ioan Eugen Stan: 
> Hello,
> 
> I attend a class called Numerical Methods for Economic Systems that
> requires some matlab programming knowledgs and I am trying to convince
> the professor to recommend Octave instead of Matlab.
> He asked me to make a presentation about Octave and how can you solve
> a convex optimization problem using Octave (determine the optimal
> volume of a tin can so as to use the least amount of material).
> 
> The problem is classic and seems simple. I have a lot of things to do
> and I'm not that big of a fan of numerical methods so please give me
> some references or links to some code so I can make my presentation.
> 
> I think Octave is much more suited for the job the professor wishes to
> teach us and I do wish to see this change in my school, because not
> all of the students can afford Matlab and pirating is bad.
> 
> Regards,
> 
> p.s. I am not on the list so please add me to C.C. field.

First thing I would do, if you have not done already, is to look what
octave provides out of the box
http://www.gnu.org/software/octave/doc/interpreter/Optimization.html#Optimization

Second thing is: What is available as addon (optim package from
octave-forge)
http://octave.sourceforge.net/optim/overview.html

I do not know if a introductory text with code examples for (convex)
optimization with octave exists.

What is your background? What do you know already about octave
programming and what do you know about convex optimization in general?

> and I'm not that big of a fan of numerical methods

That is not really a good prerequisite for dealing with what it seems
your class is all about, isn't it?




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