Søren Hauberg wrote:
> I don't think we have some procedure for linking to external code. I
> think the best place is probably the Octave wiki. I'm sure there's a
> page about optimisation on this wiki, where it would be sensible mention
> your work.
Thanks for the suggestion!
http://wiki.octave.org/wiki.pl?CategoryOptimization
seems like the most likely place to put a link, but I don't have a wiki
login. Can someone add the link to NLopt (or give me a login)?
> I didn't look at your code (lack of time, sorry), but how much work
> would it be to integrate your work with the 'optimization' package?
Well, it depends what you mean by "integrate". Certainly, licensewise I
think there should be no problem (LGPL), and as I said NLopt already
comes with an Octave plugin, so you could certainly just ship it as-is
with the Octave-forge optimization package if you wanted to.
It would be easy to modify functions like fminunc etcetera to call NLopt
under the hood. However, NLopt seems to provide much more
functionality than the interfaces of your optimization package currently
provide, because it allows nonlinear constraints and global
optimization, so I'm not sure you would want to "bury" it inside other
functions exclusively.
Also, I should say that the philosophy of NLopt seems to be a bit
different from that of the optimization package in octave-forge. In the
optimization package, you provide separate interfaces for different
algorithms like BFGS and Nelder-Mead. NLopt, on the other hand, tries
to provide a single interface for all the algorithms, with the algorithm
specified as a parameter. (Of course, some algorithms are more limited
than others; e.g. if you specify nonlinear constraints with an algorithm
that only supports bound constraints, it will return an error code.)
(NLopt is designe for general nonlinear optimization, so it is probably
suboptimal for particualr convex cases that have specialized algorithms,
such linear programming and quadratic programming [LPs and QPs].)
Steven
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