IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this software component

MINIMIZERS: Octave functions for minimization

Listed author(s):
  • Ben Sapp


    (Los Alamos National Laboratory)

Registered author(s):

    deriv.m -> numerically calculates 1st,2nd,3rd or 4th derivatives of O(2) or O(4) of a scalar function. gradient.m -> numerically calculates the gradient of a multi-variable function. nrm.m -> Newton-Raphson minimization of a scalar function. gs.m -> Golden Section search for a minimum of a scalar function. __quasi_func__.m -> Used internally by bfgs and dfp. This turns the multi-variable functions you supply bfgs and dfp into a scalar function along some line determined by the bfgs and dfp algorithm. Then this scalar function is minimized with nrm.m. dfp.m -> Davidon-Fletcher-Powell minimization of a multi-variable function. bfgs.m -> Broyden and company minimization of a multi-variable function. dfp and bfgs both need some improvement. They never re-calculate the inverse hessian. This makes them somewhat slow when the hessian changes drastically. I will eventually have them do this. They also do not check the arguements supplied for sanity.

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below under "Related research" whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Software component provided by in its series Octave codes with number C042506.

    in new window

    Programming language: Octave
    Requires: Octave
    Date of creation: 19 Apr 2000
    Handle: RePEc:cod:octave:c042506
    Contact details of provider:

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:cod:octave:c042506. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ()

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.