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: <email@example.com>
- 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