Re: algorithm for fminunc

[Jordi Gutiérrez Hermoso]

On 21 January 2013 09:43, Jose <address@hidden> wrote:
> On 01/18/2013 07:13 PM, Jordi Gutiérrez Hermoso wrote:

>> Once I'm more certain that Nocedal & Wright is
>> the appropriate reference, and it would help if you could confirm
>> this, I will add the reference to the comments.
>
>
> I'd love to help on this, but I am not an expert in optimization and it
> would take me too long at this moment to understand well what is going on
> under the hood.
>
> But what about asking the original author? The code was written by Jaroslav
> Hajek, I hope he is reading this thread :)

I don't think he's interested in Octave anymore, but let's try asking
him anyways:

Jaroslav, do you think Nocedal & Wright's "Numerical Optimization" is
a suitable reference for your implementation of damped BFGS in
fminunc.m?

Thanks,
- Jordi G. H.