[Matrix-SIG] Some optimization routines.

Travis Oliphant Oliphant.Travis@mayo.edu
Wed, 14 Apr 1999 01:36:48 -0500 (CDT)


A while back there was talk about optimization routines.  I just
downloaded a lot of them from the subdirectory /opt on netlib
(constrained, unconstrained, nonlinear ...) I would like to include an
appropriate set of these (eventually) in the multipack module that I'm
constructing.  

I'd like to start with one that minimizes a function of N variables and
am interested to hear what people on this list have to say about the
appropriateness of one algorithm versus another.  I know that's a hard
question given that optimization is so problem-dependent.  That's why I
eventually want to add a number of them.  So, what are the "good" ones.

Regards,

Travis