[scilab-Users] optimization : general question

[Michaël Baudin]

Le 30/11/2010 14:24, Stéphane Mottelet a écrit :
> Le 30/11/2010 14:15, Carrico, Paul a écrit :
>> Both Michaël and Sébastien,
>> First of all thanks for your (interesting) feedback, I'll have a look 
>> on the example (as you've seen I'm a newbie in optimization item and 
>> your advices are precious).
>> Additional question : do you think I should have a look on another 
>> Scilab function afterward ? Can you recommand a good support to well 
>> understand optimization problems ?
>
> Practical Optimization : Philip E. /Gill/, Walter /Murray/, Margaret 
> H. /Wright/

This is my favorite.

Here are some other suggestions:

[1] Gregoire Allaire. Analyse numerique et optimisation. Editions de 
l'ecole polytechnique, 2005.
[2] Dimitry Bertsekas. Convex Analysis and Optimization. Athena 
Scientific, Belmont, Massachusetts, 2003.
[3] Frederic Bonnans, Claude Lemarechal, Charles Gilbert, and Claudia 
Sagaztizabal. Numerical Optimization. Springer, 2002.
[4] Stephen Boyd and Lieven Vandenberghe. Convex Optimization. Cambridge 
University Press, 2004.
[5] P. E. Gill, W. Murray, and M. H. Wright. Practical optimization. 
Academic Press, London, 1981.
[6] Stephen J. Wright Jorge Nocedal. Numerical Optimization. Springer, 1999.
[7] C.T. Kelley. Iterative Methods For Optimization. Springer, 1999.

By the way, the Kelley book might be interesting, since the "optkelley" 
ATOMS module is available:

http://atoms.scilab.org/toolboxes/optkelley

But none of these books introduce to optimization in Scilab. We did a 
review on this topic and reported our analysis in "Optimization in 
Scilab", Baudin, Couvert, Steer, 2010. You will find it on :

http://wiki.scilab.org/Open_Source_Documentation

Best regards,

Michaël Baudin



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