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Optimization Functions in Julia

johnmyleswhite.com

Update 10/30/2013: Since this post was written, Julia has acquired a large body of optimization tools, which have been grouped under the heading of JuliaOpt. Over the last few weeks, I’ve made a concerted effort to develop a basic suite of optimization algorithms for Julia so that Matlab programmers used to using fminunc() and R programmers used to using optim() can start to transition code over to Julia that requires access to simple optimization algorithms like L-BFGS and the Nelder-Mead method.

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