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call octave from C for nonlinear optimization


From: Michael Creel
Subject: call octave from C for nonlinear optimization
Date: Mon, 10 Nov 2003 15:58:14 +0100
User-agent: KMail/1.5.4

Hello,
I'm interested in using optimizers written in C (or fortran) to optimize 
objective functions defined using Octave .m files. So far I can call the .m 
files, so this looks feasible. For example, the attached files (thanks P. 
Kienzle and other posters for the basis for this) files allow me to use 
Poisson.m to define the likelihood function value supposing a Poisson 
density.  So, this looks pretty simple. My plan is to extend this to pass the 
obj. fun. value to an optimizer in C. 

Since the loops in the optimization program will be in C, and the objective 
function defined in Octave will contain no loops, I _suppose_ this will be 
faster than plain Octave.

The motivation is that I believe I can find robust, fast, general purpose 
optimizers written in C, so I'd like to use them. But I like the freedom that 
Octave gives in coding the objective functions in a natural, simple style 
suitable for non-hackers like myself.

Any comments or suggestions? Thanks.

Attachment: test.cpp
Description: Text Data

Attachment: Poisson.m
Description: Text Data


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