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Re: Contribution to the optimization toolbox


From: Leonardo Martins
Subject: Re: Contribution to the optimization toolbox
Date: Fri, 4 Sep 2009 10:27:00 -0300

First of all, thank you guys for promptly responding. Secondly, I have
two brief observations following your replies.

>> With regard to optimization using Octave, there is a certain overlap
>> between Octave core and the optim toolbox. Likewise, algorithms appear
>> in both, but there is little standardized testing to make sure that
>> methods work well, or to figure out which of a set of algorithms works
>> best for a given type or problem.

> Choice of algorithms is always an art. So far fminunc got very little
> testing, but I hope to put some into it as soon as I get the chance.

1) Regarding tests, has anyone ever considered interfacing
Octave/Optim Toolbox with CUTEr (http://hsl.rl.ac.uk/cuter-www/) for
more standardized testing? It can be a lot of work, but in the long
run I guess Octave can benefit from knowing exactly where it stands if
compared to other optimization software.

>>> The optim toolbox is a collection of tools by different authors,
>>> without any planning or coordination. It's open to anyone who has
>>> contributions to make. If someone has enough interest and energy to
>>> try to make it a little more homogeneous, coordinated and complete,
>>> that would be great.

2) It seemed to me that, in a first moment, rather than adding new
algorithms to the codebase, it would be more beneficial to build a
more "homogeneous and coordinated" toolbox, and only then make it
"complete." Am I right? That rises another question: what criteria are
used to determine whether a tool goes to the core/(from) toolbox? Is
there any workflow based on reliability, compatibility, or any other
criteria? Does it make more sense to work on the toolbox or the core?

I hope I'm not annoying you with so many questions. I just want to
make sure how I can be more useful to the project.

Thanks,

  -- L.M.


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