Nonlinear Optimization in Octave

• The fsolve function in Octave, or the Matlab Optimization Toolbox, attempts to solve unconstrained, overdetermined, nonlinear systems of equations.
• The Octave function sqp handles constrained nonlinear optimization.
• The Octave optim package includes many additional functions such as leasqr for performing Levenberg-Marquardt nonlinear regression. (Say, e.g., which leasqr and explore its directory.)
• The Matlab Optimization Toolbox similarly contains many functions for optimization.

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About the Author: Julius Orion Smith III
Julius Smith's background is in electrical engineering (BS Rice 1975, PhD Stanford 1983). He is presently Professor of Music and Associate Professor (by courtesy) of Electrical Engineering at Stanford's Center for Computer Research in Music and Acoustics (CCRMA), teaching courses and pursuing research related to signal processing applied to music and audio systems. See http://ccrma.stanford.edu/~jos/ for details.