optim_doc

Additional documentation for the optim package for Octave

Note: Some links in this document lead to Octaves core documentation. These links probably don't work in the html version of this document. They should work, however, in the info version accessible from the Octave commandline with optim_doc().

The optim package is a collection of additional functions related to numerical optimization. For Octaves core optimization functions (not contained in this package) see Optimization.

Types of functions in the optim package

• Scalar optimization: Functions for optimization of a scalar objective function.
• Residual optimization: Functions for optimization of a model function returning an array.
• Zero finders: Functions for finding the zero of a scalar or array valued nonlinear user function.
• Gradient functions: Functions for numerical approximation of gradients and Hessians.
• Helper functions: Functions for algebraic tasks common to optimization problems.
• Documentation: Function optim_doc to view documentation.

Configuration

• Common frontend options: Options common to all frontends.
• Common optimization options: Options common to all optimization frontends.
• Parameter structures: Handling of structures of optimized parameters.
• Additional parameters: Passing additional parameters to user functions.

Indices

• Function index: Index of functions in optim.
• Concept index: Concept index.