Sunday 16 August 2015

Week 11 and 12: Integrating existing work in optim package.

A recap of the progress in two weeks:

  • I had to let go of optimoptions (for GSoC) mainly because of
    • time constraints 
    • and also because I don't have much experience with objected oriented programming. For optimoptions, I will have to come up with a design. I started with class implementation using classdef as in Matlab, but it is in its infancy in Octave and it could possibly be a limiting factor.
  • I am refining my existing functions and including tests and demos so they can be integrated in the optim package.
    • lsqnonlin and lsqcurvefit required additional options documentation and OutputFcn and Display setting. These two functions have now been successfully integrated in the optim package. [1]
    • Functions nlinfit and quadprog are under review.
    • I am working on fmincon now. Still have to discuss which backend should be used. lm_feasible can return Lagrange multipliers, gradient and hessian, but since it adheres to the constraints in all iterations, it behaves differently (from Matlab's algos) and sometimes less efficiently as octave_sqp, which only respects the constraints for the final result.
[1] http://sourceforge.net/p/octave/optim/ci/85d621b7e31a3546383248431b2f340d43edd6da/

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