1. Scilab Optimization Datasheet

Download the datasheet in pdf (updated 09/2011)

The following script contains the demos:

• demo_optimization_v0.8.sce (Updated 09/2011)

• (Deprecated: demo_optimization_v0.7.sce)

• (Deprecated: demo_optimization_v0.6.sce)

• (Deprecated: demo_optimization_v0.5.sce)

• (Deprecated: demo_optimization_v0.4.sce)

• (Deprecated: demo_optimization_v0.3.sce)

• (Deprecated: demo_optimization_v0.2.sce)

• (Deprecated: demo_optimization_v0.1.sce)

1.1. And also

Hot topics

The following is a list of projects which are currently under development in optimization in Scilab.

• Manage sparse linear optimization problems by updating Lipsol for Scilab.
• Improve the Scilab/Ipopt interface and the fmincon nonlinear optimization function.
• Improve the performance of the optim function L-BFGS by using the BLAS API.
• Provide Integer Programming solvers.
• Provide Design of Experiments and Response Surface tools.

References

• "Optimization In Scilab", Digiteo, INRIA, Baudin, Couvert, Steer (HTML)

• "Nelder mead user's manual", Digiteo, Michael Baudin, (HTML)

• "Optimization with Scilab, present and future", Michael Baudin and Serge Steer, in Proceedings Of 2009 International Workshop On Open-Source Software For Scientic Computation (Ossc-2009) (HTML)

• "Introduction to optimization in Scilab", Consortium Scilab - Digitéo, Michael Baudin (HTML)

1.2. Figures

• Pattern for numerical derivative of gradient with order 1 :

  • jacobian_patternO1_v2.svg

  • (Deprecated : jacobian_patternO1.svg)

• Pattern for numerical derivative of gradient with order 2 :

  • jacobian_patternO2_v2.svg

  • (Deprecated : jacobian_patternO2.svg)

• Pattern for numerical derivative of gradient with order 4 :

  • jacobian_patternO4_v2.svg

  • (Deprecated : jacobian_patternO4.svg)

• Intermediate points for Rosenbrock function with optim:

  • demo_rosenbrockplot.svg