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mex interface for bound constrained optimization via ASA

mex interface for bound constrained optimization via ASA

by

Stephen Becker

 

22 Mar 2012 (Updated )

ASA solves bound constrained problems; the user provides routines to calculate the function and grad

asa_fcn(x,varargin)
function f = asa_fcn(x,varargin)

% This is just an example; you can make your own
% Using the example from driver1.c, and
%   not bothering to vectorize it.

f = 0;
for i = 1:length(x)
    t = sqrt(i);
    f = f + exp(x(i)) - t*x(i);
end

if nargin > 1
    opts = varargin{1};
    % Use this to pass in extra information
%     disp(opts)
end

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