fagan2888/optimi

MATLAB helper functions and constraint functions for optimization.

Matlab Optimi Toolbox

This page describes the optimi toolbox for MATLAB available for download here.

Dependencies

The optimi toolbox depends on

• ndlutil various utility functions.

Release Information

Current release is 0.132.

Included a function to return the default functions to be used for particular constraints and a function to return the default optimiser.

Added wrappers for using Carl Rasmussen's conjugate gradient code.

This toolbox allows computation of several different non-linearities and associated conversions and their gradients.

There are several kernels implemented, the ones that are being maintained for the latest release are:

exp sigmoid negLogLogit

exp constrains a parameter to be positive through exponentiatiation. sigmoid constrains a parameter to be between 0 and 1 through the sigmoid function and negLogLogit constrains a parameter to be positive through the function log(1+exp(x)). In much of the code based on this we prefer negLogLogit to exp as it is better behaved for large x.

Page last modified on Fri Jan 5 22:19:06 GMT 2007.