Hi Yann,<br><br>The installation worked just fine. I thank you again for your explanations.<br><br>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.<br>
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?<br>
<br>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?<br>
<br>Thanks in advance for your time and help.<br><br>Sebastien<br><br><br><br><div class="gmail_quote">On Tue, Oct 13, 2009 at 10:11 AM, Yann Collette <span dir="ltr"><<a href="mailto:yann.collette@scilab.org">yann.collette@scilab.org</a>></span> wrote:<br>
<blockquote class="gmail_quote" style="border-left: 1px solid rgb(204, 204, 204); margin: 0pt 0pt 0pt 0.8ex; padding-left: 1ex;">I will try to update the licence of simplex. I forgot to fill this one. The licence will be GPL.<div class="im">
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YC<br>
<br>
Sébastien Bihorel a écrit :<br>
</div><blockquote class="gmail_quote" style="border-left: 1px solid rgb(204, 204, 204); margin: 0pt 0pt 0pt 0.8ex; padding-left: 1ex;">
Thank a lot for all this info... I will try that tonight when I go back home.<div class="im"><br>
<br>
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?<br>
<br>
Sebastien<br>
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<br>
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-- <br>
-----------------------------<br>
Yann COLLETTE<br>
Software Development Engineer<br>
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The Scilab Consortium<br>
Digiteo Foundation<br>
Domaine de Voluceau<br>
Rocquencourt - B.P. 105<br>
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Phone: +33.1.39.63.57.82<br>
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