These files are current as of December 9, 1998.

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MATLAB/FORTRAN software for Iterative Methods for Optimization

by C. T. Kelley

These M-files are implementations of the algorithms from the book
"Iterative Methods for Optimization", to be published by SIAM,
by C. T. Kelley. The book, which describes the algorithms, is available
from SIAM ([email protected]). These files can be modified for non-commercial
purposes provided that the authors: 

C. T. Kelley for all MATLAB codes, 
P. Gilmore and T. D. Choi for iffco.f
J. M. Gablonsky for DIRECT

are acknowledged and clear comment lines are inserted
that the code has been changed. The authors assume no no responsibility
for any errors that may exist in these routines.

Questions, comments, and bug reports should be sent to

Professor C. T. Kelley
Department of Mathematics, Box 8205
North Carolina State University
Raleigh, NC 27695-8205

(919) 515-7163
(919) 515-3798 (FAX)

[email protected]
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The MATLAB optimization codes have the calling convention

[f,g] = objective(x) 

returns both the objective function value f and the gradient vector g. I 
expect g to be a column vector.

The Nelder-Mead, Hooke-Jeeves, Implicit Filtering, and MDS codes 
do not ask for a gradient.

-- Tim