Hi, Oh, I never realized that fminbnd is a core function of Matlab and not in the core. I guess that's because you don't have to explicitely load toolboxes. Anyways, I know, because I had plans of working on it, that the fminbnd in Octave is much slower than the fminbnd in Matlab, because the Matlab function uses quadratic interpolation. That may be something to consider when moving an Octave function to the core. The principle of least surprise should apply. Florent
Jonathan Stickel wrote: > On 7/23/09 Jaroslav Hajek wrote: > >>> BTW, I find it confusing that optimization functions are split >>> between >>> >>>> Octave and the octave-forge package. At one point, I thought >>>> there was a plan to keep associated functions together, either >>>> all in Octave or in the appropriate octave-forge package. I >>>> guess the split remains more development oriented: polished >>>> functions make it to Octave where as rough contributions remain >>>> in octave-forge. >>>> >>>> >>>> >> Er, not really. Yes, the dev status is a factor; for instance, source >> must conform to Octave guidelines. However, it's also about what is >> more and what is less common. For instance, you have linear algebra >> in the core, but you also have other advanced linear algebra in >> packages. It's the same with optimization; I don't see what's >> confusing on that. >> >> My intent was to bring to core Octave the 1D equation solver / >> optimizer (fzero / fminbnd) and the local unconstrained >> solver/optimizer (fsolve / fminunc). These both use established >> techniques - bracketing + inverse interpolation in 1D, and local >> Newton/BFGS iterations with trust-region step limiting and factorized >> updating (Broyden/BFGS). There's a lot of similarity between the >> fsolve and fminunc code. Both are designed for small-to-medium-size >> problems (they use full matrices), and are local iterative methods. >> Starting from a sufficiently good initial guess, with a smooth, >> reasonably behaved problem, these methods will probably work well. >> >> The optim package, on the contrary, should provide a variety of other >> methods, for expert usage and more difficult problems, with >> bound/linear/equality/inequality constrants, noisy functions, etc. It >> is believed amongst numerical analysts that there is no single best >> method, so there's no problem if optim contains competing methods. >> >> I encourage you to use the fminunc from core if local unconstrained >> search is enough for your purposes. So far it didn't get much >> testing, so don't be too surprised if problems arise, but I hope it >> will improve over time, when real usage is seen. >> > > OK, seems reasonable. Are you planning to move fminbnd over to Octave > sometime soon? > > I am rather pragmatic and can work with this approach. However, let me > make a couple points you might consider. Matlab provides all of its > optimization functions in the optimization toolbox; none are provided in > core Matlab. I am sure they do this for monetary reasons (to sell more > overpriced toolboxes), but folks migrating to Octave might get a little > confused. Also, some of the Matlab optimization functions, e.g. > fminunc, are not algorithm specific. The algorithm used depends on a > passed option and/or the nature of the problem (detected internally by > the function). This was sort of the philosophy used for the old fminunc > in octave-forge. If we wanted to emulate this behavior, and I > personally like the idea, then all the supported algorithms would need > to be co-located with the fminunc function. > > Anyway, that's my 2 cents. > > Jonathan > > ------------------------------------------------------------------------------ > _______________________________________________ > Octave-dev mailing list > Octave-dev@lists.sourceforge.net > https://lists.sourceforge.net/lists/listinfo/octave-dev > > ------------------------------------------------------------------------------ _______________________________________________ Octave-dev mailing list Octave-dev@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/octave-dev
