Usage of OPTIM function with external fortran

Eduardo Torrecillas eduardo.torrecillas at gmail.com
Tue Jun 19 20:12:06 CEST 2012


Hi all,

I am currently working on a huge optimization (impossible to have it done
on pure scilab), so my cost function is an external fortran function. I've
tried a few small examples and everything is working fine (links, results,
etc).

The external subroutine should be on the form:

subroutine costf(ind,n,x,f,g,ti,tr,td)


Then, I can call it via scilab, passing integer, real, or double arguments
(ti, tr, td, respectively). Unfortunately, I couldn't find a way to pass
text strings (if needed) and also matrices. I have a cost function which
should count on a huge matrix (for example, dimension 10.000,3). Is there a
way to pass it via optim?

Best regards,
-- 
Eduardo Torrecillas
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