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Le 30/11/2010 14:24, Stéphane Mottelet a écrit :
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Le 30/11/2010 14:15, Carrico, Paul a écrit :
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cite="mid:55A12CBC06A8C9459DCE0BBEF8122FDC0498AFDF@exchsrv.AUXITROL1"
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<div dir="ltr" align="left"><font color="#0000ff" face="Arial"
size="2"><span class="295120913-30112010">Both Michaël and
Sébastien,</span></font></div>
<div dir="ltr" align="left"><font color="#0000ff" face="Arial"
size="2"><span class="295120913-30112010"></span></font> </div>
<div dir="ltr" align="left"><font color="#0000ff" face="Arial"
size="2"><span class="295120913-30112010">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).</span></font></div>
<div dir="ltr" align="left"><font color="#0000ff" face="Arial"
size="2"><span class="295120913-30112010"></span></font> </div>
<div dir="ltr" align="left"><font color="#0000ff" face="Arial"
size="2"><span class="295120913-30112010">Additional
question : </span></font><font color="#0000ff"
face="Arial" size="2"><span class="295120913-30112010">do
you think I should have a look on
another Scilab function afterward ? Can you recommand a
good support to
well understand optimization problems ?</span></font></div>
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<br>
<span style="visibility: visible;" id="main"><span
style="visibility: visible;" id="search">Practical
Optimization :
Philip E. <em>Gill</em>, Walter <em>Murray</em>, Margaret H.
<em>Wright</em></span></span><br>
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<br>
This is my favorite.<br>
<br>
Here are some other suggestions:<br>
<br>
[1] Gregoire Allaire. Analyse numerique et optimisation. Editions de
l'ecole polytechnique, 2005.<br>
[2] Dimitry Bertsekas. Convex Analysis and Optimization. Athena
Scientific, Belmont, Massachusetts, 2003.<br>
[3] Frederic Bonnans, Claude Lemarechal, Charles Gilbert, and
Claudia Sagaztizabal. Numerical Optimization. Springer, 2002.<br>
[4] Stephen Boyd and Lieven Vandenberghe. Convex Optimization.
Cambridge University Press, 2004.<br>
[5] P. E. Gill, W. Murray, and M. H. Wright. Practical optimization.
Academic Press, London, 1981.<br>
[6] Stephen J. Wright Jorge Nocedal. Numerical Optimization.
Springer, 1999.<br>
[7] C.T. Kelley. Iterative Methods For Optimization. Springer, 1999.<br>
<br>
By the way, the Kelley book might be interesting, since the
"optkelley" ATOMS module is available:<br>
<br>
<a href="http://atoms.scilab.org/toolboxes/optkelley">http://atoms.scilab.org/toolboxes/optkelley</a><br>
<br>
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 :<br>
<br>
<a href="http://wiki.scilab.org/Open_Source_Documentation">http://wiki.scilab.org/Open_Source_Documentation</a><br>
<br>
Best regards,<br>
<br>
Michaël Baudin<br>
<br>
<br>
<br>
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