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| From: | rdzman |
| Subject: | Re: GSoC 2015: Optimization Package: Non-linear and constrained least squares lsqcurvefit, lsqlin, lsqnonlin |
| Date: | Fri, 6 Mar 2015 07:37:14 -0800 (PST) |
In case it is of interest, I have an primal-dual interior point solver for non-linear optimization (similar to fmincon) implemented in pure Matlab/Octave code that is suitable for very large-scale problems. Currently it requires the user to provide functions for gradient and Hessian. The current version is distributed as power of the MATPOWER package (http://www.pserc.cornell.edu/matpower/). The documentation for the solver can be found in Appendix A of the MATPOWER User's Manual (http://www.pserc.cornell.edu/matpower/manual.pdf). If it's of interest, I'd be happy to discuss the possibility of including it as part of an fmincon() implementation in Octave. -- View this message in context: http://octave.1599824.n4.nabble.com/GSoC-2015-Optimization-Package-Non-linear-and-constrained-least-squares-lsqcurvefit-lsqlin-lsqnonlin-tp4668777p4669011.html Sent from the Octave - Maintainers mailing list archive at Nabble.com.
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