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Re: fmincon and quadprog in octave


From: Olaf Till
Subject: Re: fmincon and quadprog in octave
Date: Mon, 14 Sep 2015 09:01:36 +0200
User-agent: Mutt/1.5.23 (2014-03-12)

On Mon, Sep 14, 2015 at 12:55:34AM -0400, Rajiv Bhutani wrote:
> Hello,
> 
> I have started work on octave couple days ago and I am trying to locate
> fmincon and quadprog in octave.
> 
> I see quadprog is available here and has been recently developed jointly by
> you and Asma.
> http://sourceforge.net/p/octave/optim/ci/4dda96629be38394acd2037fef875f74213d716a/tree/inst/quadprog.m#l2
> 
> but it is not available in optim package that got installed on my laptop
> with octave.
> 
> Is development work on quadprog still going on? Is that the reason why it
> is not available on sourceforge yet?
> 
> Also, can you please tell me a good replacement for fmincon function of
> MATLAB? Is anyone developing fmincon function for octave currently?
> Thank You.
> Best Regards.
> Rajiv Bhutani

Hello Rajiv,

please use the help mailing list (is now in CC).

'quadprog' seems finished and is available in optim, but not yet in a
released version of optim. 'qp' of core Octave is an
alternative. 'fmincon' did not seem to be ready and I heard nothing
new about it from Asma. Maybe I should take a look at it to see if it
can be commited to optim. You can use 'nonlin_min' of optim instead,
which is what 'fmincon' also does, or 'sqp' of core Octave.

Olaf

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