On 12/03/10 06:51, Søren Hauberg wrote:
> The main problem seems to be that both Octave and 'optim' comes with an 
> implementation of
> 'fminbnd'. I don't know which is better, but I don't like the
> duplication.
>    

Ok. I found that the new fminbnd function is part of the development 
version of Octave at the moment:
http://hg.savannah.gnu.org/hgweb/octave/file/62bb59f927b1/scripts/optimization/fminbnd.m

It seems like this implementation of the function uses the Golden search 
method combined with parabolic interpolation (like in Matlab's fminbnd). 
This means that the new fminbnd function should be faster that the one 
in the Octave optim module.

I just tested the new Octave fminbnd function quickly and its speed and 
accuracy seem similar to those obtained with the Matlab function. The 
new fminbnd function seems superior to the old one found in optim.

Florent

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