[scilab-Users] Probably a stupid question but...

[Sébastien Bihorel]

Hi Yann,

The installation worked just fine. I thank you again for your explanations.

Now, I would like to ask you a couple of more theoretical questions on the
algorithm implemented in the nm_init, step_nelder_mead or optim_nelder_mead.
I am not a mathematician and don't know much about the theories, and the
nuts and bolts of the Nelder-Mead algorithm (this is probably a mistake!).
My only concern, until recently, was only to know how to use it in Matlab
using the fminsearch function... This function is nice for lay users because
one doesn't have to care about dealing with simplex objects.
The simplex toolbox seem to require such objects to be created and passed
from one iteration to the other. From your documentation and examples, it is
my understanding that the simplex contain realizations of the objective
function at different places of the search space. Am I correct here?

Another thing I am not clear about is whether or not the dimensions of the
simplex should be adapted to a specific problem. In the examples you
provide, the simplex f_init and f_current have a 3x1 dimension for
optimizing 2 parameters. Is that 3x1 dimension independent of the number of
parameters to optimize? Let's say my objective function is a 'maximum
likelihood function' of observations (n states observed at t times) given a
model dependent on m parameters and a residual variability dependent on v
parameters, what should be the size of the simplex and how should it be
calculated?

Thanks in advance for your time and help.

Sebastien



On Tue, Oct 13, 2009 at 10:11 AM, Yann Collette <yann.collette at scilab.org>wrote:

> I will try to update the licence of simplex. I forgot to fill this one. The
> licence will be GPL.
>
> YC
>
> Sébastien Bihorel a écrit :
>
>> Thank a lot for all this info... I will try that tonight when I go back
>> home.
>>
>> One last question though about re-distribution of simplex-2.0. I had look
>> at the license.txt file but it did not seem to contain any licensing terms
>> related to simplex-2.0. In case I would like to include this toolbox in the
>> distribution of one of my code/application, what would be the requirements
>> in terms of licensing? I intend to distribute my piece of software under a
>> GPL license... would this be compatible with your license terms?
>>
>> Sebastien
>>
>>
>>
>
> --
> -----------------------------
> Yann COLLETTE
> Software Development Engineer
> -----------------------------
> The Scilab Consortium
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