Unconstrained Optimization with MINTOOLKIT for GNU Octave

Michael Creel1


Date: March 2004


Abstract:

The paper documents MINTOOLKIT for GNU Octave. MINTOOLKIT provides functions for minimization and numeric differentiation. The main algorithms are BFGS, LBFGS, and simulated annealing. Examples are given.





Søren Hauberg 2008-04-29