Octave 3.05, latest octave-forge bundle, I get this:

octave -q /usr/share/octave/packages/optim-1.0.5/test_nelder_mead_min_1.m
warning: list objects are deprecated; use cell arrays instead
error: unary operator `'' not implemented for `list' operands
error: evaluating postfix operator `'' near line 153, column 37
error: evaluating binary operator `*' near line 153, column 36
error: evaluating binary operator `+' near line 153, column 23
error: evaluating assignment expression near line 153, column 3
error: called from `nelder_mead_min' in file 
`/usr/share/octave/packages/optim-1.0.5/nelder_mead_min.m'
error: evaluating for command near line 70, column 1
error: near line 185 of file `test_nelder_mead_min_1.m'

Mike

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