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MathGroup Archive 1998

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Re: Optimization packages for Mathematica: do they exist?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg14290] Re: Optimization packages for Mathematica: do they exist?
  • From: Robert Knapp <rknapp>
  • Date: Tue, 13 Oct 1998 01:21:10 -0400
  • Organization: Wolfram Research, Inc.
  • References: <6vhmdq$jm0@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

Michael Rutter wrote:
> 
> Does a Mathematica package exist that uses Quasi-Newton algorithms for
> optimization?  I need a package that allows for the minimization of a
> objective function that is not based on least squares, but maximum
> likelihoods.
> 

FindMinimum with the options Method->QuasiNewton uses the BFGS
quasi-newton algorithm.

Rob Knapp
WRI


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