CMSCOPE changed

253 files changed, 10541 insertions, 0 deletions

diff --git a/modules/optimization/macros/%mps_p.bin b/modules/optimization/macros/%mps_p.bin
new file mode 100755
index 000000000..c591bb5d8
--- /dev/null
+++ b/modules/optimization/macros/%mps_p.bin
diff --git a/modules/optimization/macros/%mps_p.sci b/modules/optimization/macros/%mps_p.sci
new file mode 100755
index 000000000..77b1b6249
--- /dev/null
+++ b/modules/optimization/macros/%mps_p.sci
@@ -0,0 +1,22 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// %mps_p --
+//   Prints the string containing the MPS component.
+//
+function %mps_p ( this )
+    str = string ( this )
+    srows = size(str,"r")
+    for i = 1 : srows
+        mprintf("%s\n",str(i))
+    end
+endfunction
+
+
diff --git a/modules/optimization/macros/%mps_string.bin b/modules/optimization/macros/%mps_string.bin
new file mode 100755
index 000000000..c8a36f64c
--- /dev/null
+++ b/modules/optimization/macros/%mps_string.bin
diff --git a/modules/optimization/macros/%mps_string.sci b/modules/optimization/macros/%mps_string.sci
new file mode 100755
index 000000000..0d3226d1b
--- /dev/null
+++ b/modules/optimization/macros/%mps_string.sci
@@ -0,0 +1,84 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// %mps_string --
+//   Returns the string containing the MPS component.
+//
+function str = %mps_string ( this )
+    str = []
+    k = 1
+    str(k) = sprintf("MPS Object:\n")
+    k = k + 1
+    str(k) = sprintf("===========")
+    k = k + 1
+    str(k) = ""
+    k = k + 1
+    str(k) = sprintf("irobj: %s\n", _tostring(this.irobj));
+    k = k + 1
+    str(k) = sprintf("namec: %s\n", _tostring(this.namec));
+    k = k + 1
+    str(k) = sprintf("nameb: %s\n", _tostring(this.nameb));
+    k = k + 1
+    str(k) = sprintf("namran: %s\n", _tostring(this.namran));
+    k = k + 1
+    str(k) = sprintf("nambnd: %s\n", _tostring(this.nambnd));
+    k = k + 1
+    str(k) = sprintf("name: %s\n", _tostring(this.name));
+    k = k + 1
+    str(k) = sprintf("rownames: %s\n", _tostring(this.rownames));
+    k = k + 1
+    str(k) = sprintf("colnames: %s\n", _tostring(this.colnames));
+    k = k + 1
+    str(k) = sprintf("rowstat: %s\n", _tostring(this.rowstat));
+    k = k + 1
+    str(k) = sprintf("rowcode: %s\n", _tostring(this.rowcode));
+    k = k + 1
+    str(k) = sprintf("colcode: %s\n", _tostring(this.colcode));
+    k = k + 1
+    str(k) = sprintf("rownmbs: %s\n", _tostring(this.rownmbs));
+    k = k + 1
+    str(k) = sprintf("colpnts: %s\n", _tostring(this.colpnts));
+    k = k + 1
+    str(k) = sprintf("acoeff: %s\n", _tostring(this.acoeff));
+    k = k + 1
+    str(k) = sprintf("rhs: %s\n", _tostring(this.rhs));
+    k = k + 1
+    str(k) = sprintf("ranges: %s\n", _tostring(this.ranges));
+    k = k + 1
+    str(k) = sprintf("bounds: %s\n", _tostring(this.bounds));
+    k = k + 1
+    str(k) = sprintf("stavar: %s\n", _tostring(this.stavar));
+    k = k + 1
+endfunction
+
+//
+// _strvec --
+//  Returns a string for the given vector.
+//
+function str = _strvec ( x )
+    str = strcat(string(x)," ")
+endfunction
+function s = _tostring ( x )
+    if ( x==[] ) then
+        s = "[]"
+    else
+        n = size ( x , "*" )
+        if ( n == 1 ) then
+            s = string(x)
+        else
+            [nr,nc] = size(x)
+            tx = typeof(x)
+            s = msprintf("%d-by-%d %s matrix",nr,nc,tx)
+        end
+    end
+endfunction
+
+
+
diff --git a/modules/optimization/macros/NDcost.bin b/modules/optimization/macros/NDcost.bin
new file mode 100755
index 000000000..275f7d507
--- /dev/null
+++ b/modules/optimization/macros/NDcost.bin
diff --git a/modules/optimization/macros/NDcost.sci b/modules/optimization/macros/NDcost.sci
new file mode 100755
index 000000000..5d5ba83cc
--- /dev/null
+++ b/modules/optimization/macros/NDcost.sci
@@ -0,0 +1,20 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) INRIA
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+function [f, g, ind] = NDcost(x, ind, fun, varargin)
+    // external for optim()
+    // Computes the gradient of 'fun' at 'x' using code differentiation
+    if argn(2) < 4 then
+        f = fun(x);
+        g = numderivative(fun, x);
+    else
+        f = fun(x, varargin(:));
+        g = numderivative(list(fun, varargin(:)), x);
+    end
+endfunction
diff --git a/modules/optimization/macros/aplat.bin b/modules/optimization/macros/aplat.bin
new file mode 100755
index 000000000..8c39e04bc
--- /dev/null
+++ b/modules/optimization/macros/aplat.bin
diff --git a/modules/optimization/macros/aplat.sci b/modules/optimization/macros/aplat.sci
new file mode 100755
index 000000000..abcc02542
--- /dev/null
+++ b/modules/optimization/macros/aplat.sci
@@ -0,0 +1,34 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) INRIA
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+//
+function [r,ind]=aplat(l,r)
+    //flattens a list. If l is constant it puts it in a list
+    //ind contains the list structure
+    if type(l)<>15 then r=list(l);ind=-1;return;end
+    n=size(l)
+    [lhs,rhs]=argn(0)
+    if rhs==1 then r=list(),nr=0,end
+    ind=list()
+    i=0
+    nind=0
+    for li=l
+        i=i+1
+        if type(li)==15 then
+            [r,ind1]=aplat(li,r)
+            ni=size(ind1)
+            for j=1:ni,nind=nind+1;ind(nind)=[i,ind1(j)];end
+            nr=size(r)
+        else
+            nr=nr+1
+            r(nr)=li
+            nind=nind+1
+            ind(nind)=i
+        end
+    end
+endfunction
diff --git a/modules/optimization/macros/buildmacros.bat b/modules/optimization/macros/buildmacros.bat
new file mode 100755
index 000000000..c4e35ec40
--- /dev/null
+++ b/modules/optimization/macros/buildmacros.bat
@@ -0,0 +1 @@
+@..\..\..\bin\scilex -nwni -ns -e exec('buildmacros.sce');quit;
\ No newline at end of file
diff --git a/modules/optimization/macros/buildmacros.sce b/modules/optimization/macros/buildmacros.sce
new file mode 100755
index 000000000..7be4e4180
--- /dev/null
+++ b/modules/optimization/macros/buildmacros.sce
@@ -0,0 +1,12 @@
+//------------------------------------
+// Allan CORNET INRIA 2005
+//------------------------------------
+if (isdef("genlib") == %f) then
+    exec(SCI+"/modules/functions/scripts/buildmacros/loadgenlib.sce");
+end
+//------------------------------------
+genlib("optimizationlib","SCI/modules/optimization/macros",%f,%t);
+genlib("neldermeadlib","SCI/modules/optimization/macros/neldermead",%f,%t);
+genlib("optimbaselib","SCI/modules/optimization/macros/optimbase",%f,%t);
+genlib("optimsimplexlib","SCI/modules/optimization/macros/optimsimplex",%f,%t);
+//------------------------------------
diff --git a/modules/optimization/macros/bvodeS.bin b/modules/optimization/macros/bvodeS.bin
new file mode 100755
index 000000000..3dbebc470
--- /dev/null
+++ b/modules/optimization/macros/bvodeS.bin
diff --git a/modules/optimization/macros/bvodeS.sci b/modules/optimization/macros/bvodeS.sci
new file mode 100755
index 000000000..2a3cd2e21
--- /dev/null
+++ b/modules/optimization/macros/bvodeS.sci
@@ -0,0 +1,170 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) Rainer von Seggern
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+function z=bvodeS(x,m,n,a,b,fsub,gsub,zeta,...
+    ystart,dfsub,dgsub,fixpnt,ndimf,ndimi,ltol,tol,ntol,nonlin,...
+    collpnt,subint,iprint,ireg,ifail)
+    //
+    // PURPOSE
+    //   Simplified call of bvode. (Version 08.05.2005)
+    //   List of arguments: see help bvode in Scilab.
+    //   The arguments from ystart to ifail are optional.
+    //   They may be called by name in the form argument=name
+    //   in any order.
+    //
+
+    ms=sum(m);ipar=zeros(1,11);
+
+    if n>20 then
+        error(msprintf(_("%s: More than 20 equations are not allowed"),"bvodeS"));
+    end
+
+    [lhs,rhs]=argn()
+    if rhs<8 | rhs>23 then
+        error(msprintf(gettext("%s: Wrong number of input argument(s).\n"), ...
+        "bvodeS"));
+    end
+    if min(m)<1 | max(m)>4 then
+        error(msprintf(gettext("%s: The elements of the argument #%d must be in [%d %d].\n"),"bvodeS",2,1,4));
+    end
+
+    if exists("guess","local") then ystart=guess,end
+    if ~exists("ystart","local") then
+        %ys=%ystart1; iguess=0;
+    else
+        if and(type(ystart)<>[13 15 11]) then
+            error(msprintf(gettext("%s: Wrong type for input argument #%s: external expected.\n"),"bvodeS","guess"));
+        end
+        %ys=%ystart;iguess=1;
+    end
+
+    if ~exists("dfsub","local") then
+        dfsubA=%dfsub;
+    else
+        if and(type(ystart)<>[13 15 11]) then
+            error(msprintf(gettext("%s: Wrong type for input argument #%s: external expected.\n"),"bvodeS","dfsub"));
+        end
+        dfsubA=%dfsub1;
+    end
+    if ~exists("dgsub","local") then
+        dgsubA=%dgsub;
+    else
+        if and(type(ystart)<>[13 15 11]) then
+            error(msprintf(gettext("%s: Wrong type for input argument #%s: external expected.\n"),"bvodeS","dgsub"));
+        end
+        dgsubA=%dgsub1;
+    end
+    if ~exists("ltol","local")    then ltol=1:ms;           end
+    if ~exists("tol","local")     then tol=1e-4*ones(1,ms); end
+    if ~exists("ntol","local")    then ntol=length(tol);    end
+    if ~exists("nonlin","local")  then nonlin=1;            end
+    if ~exists("collpnt","local") then collpnt=0;           end
+    if ~exists("subint","local")  then subint=0;            end
+    if ~exists("iprint","local")  then iprint=-1;           end
+    if ~exists("ireg","local")    then ireg = 0;            end
+
+    if ~exists("ndimf","local") then
+        ndimf=1000*(4+ms+(5+n*collpnt)*(ms+n*collpnt)+4*ms^2);
+    end
+
+    if ~exists("ndimi","local") then
+        ndimi=1000*(3+ms+n*collpnt);
+    end
+
+    if ~exists("fixpnt","local") then
+        fixpnt=[];
+    else
+        ipar(11)=length(fixpnt);
+    end
+
+    if ~exists("ifail","local") then
+        ifail=0;
+    else
+        ifail=1;
+    end
+
+    ipar(1)=nonlin;
+    ipar(2)=collpnt;
+    ipar(3)=subint;
+    ipar(4)=ntol;
+    ipar(5)=ndimf;
+    ipar(6)=ndimi;
+    ipar(7)=iprint;
+    ipar(9)=iguess;
+    ipar(10)=ireg;
+
+    if ifail==1 then
+        mprintf("%s\n",["ltol   = "+sci2exp(ltol,0)
+        "tol    = "+sci2exp(tol,0)
+        "fixpnt = "+sci2exp(fixpnt,0)
+        "ipar   = "+sci2exp(ipar,0)])
+    end
+
+    z=bvode(x,n,m,a,b,zeta,ipar,ltol,tol,fixpnt,%fsub,dfsubA,%gsub,dgsubA,%ys);
+
+endfunction
+
+function y=%R(f_,x,z)
+    if type(f_)==15 then
+        R_=f_(1); y=R_(x,z,f_(2:$));
+    elseif type(f_)==13 then
+        y=f_(x,z)
+    end
+endfunction
+
+function y=%fsub(x,z)
+    y=%R(fsub,x,z); sy=size(y);
+    if sy(1)==1, y=y', end
+endfunction
+
+function RS=%fsubT(z,x)
+    RS=%fsub(x,z)
+endfunction
+
+function J=%dfsub(x,z)
+    sz=size(z);if sz(1)==1, z=z'; end
+    J=numderivative(list(%fsubT,x),z)
+endfunction
+
+function J=%dfsub1(x,z)
+    J=%R(dfsub,x,z)
+endfunction
+
+function g=%gsub(i,z)
+    g=%R(gsub,i,z)
+endfunction
+
+function g=%gsubT(z,i)
+    g=%gsub(i,z)
+endfunction
+
+function dg=%dgsub(i,z)
+    sz=size(z);if sz(1)==1, z=z'; end
+    dg=numderivative(list(%gsubT,i),z)
+endfunction
+
+function dg=%dgsub1(i,z)
+    dg=%R(dgsub,i,z)
+endfunction
+
+function [z,LhS]=%RR(f_,x)
+    if type(f_)==15 then
+        RR_=f_(1); [z,LhS]=RR_(x,f_(2:$));
+    elseif type(f_)==13 then
+        [z,LhS]=f_(x)
+    end
+endfunction
+
+function [z,LhS]=%ystart(x)
+    [z,LhS]=%RR(ystart,x)
+endfunction
+
+function [z,LS]=%ystart1(x),
+    z=0; LS=0;
+endfunction
diff --git a/modules/optimization/macros/cleanmacros.bat b/modules/optimization/macros/cleanmacros.bat
new file mode 100755
index 000000000..66c35f813
--- /dev/null
+++ b/modules/optimization/macros/cleanmacros.bat
@@ -0,0 +1,3 @@
+@del *.bin /s 2>NUL
+@del lib /s 2>NUL
+@del names /s 2>NUL
\ No newline at end of file
diff --git a/modules/optimization/macros/datafit.bin b/modules/optimization/macros/datafit.bin
new file mode 100755
index 000000000..8653bee1d
--- /dev/null
+++ b/modules/optimization/macros/datafit.bin
diff --git a/modules/optimization/macros/datafit.sci b/modules/optimization/macros/datafit.sci
new file mode 100755
index 000000000..c1dd616da
--- /dev/null
+++ b/modules/optimization/macros/datafit.sci
@@ -0,0 +1,186 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) INRIA
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+//
+function [p,err]=datafit(imp,G,varargin)
+    //
+    //         [p,err]=datafit([imp,] G [,DG],Z [,W],...)
+    //
+    //         Function used for fitting data to a model.
+    // For a given function G(p,z), this function finds the best vector
+    // of parameters p for approximating G(p,z_i)=0 for a set of measurement
+    // vectors z_i. Vector p is found by minimizing
+    //    G(p,z_1)'WG(p,z_1)+G(p,z_2)'WG(p,z_2)+...+G(p,z_n)'WG(p,z_n)
+    //
+    //      G: Scilab function (e=G(p,z), e: nex1, p: npx1, z: nzx1)
+    //     p0: initial guess (size npx1)
+    //      Z: matrix [z_1,z_2,...z_n] where z_i (nzx1) is the ith measurement
+    //      W: weighting matrix of size nexne (optional)
+    //     DG: partial of G wrt p (optional; S=DG(p,z), S: nexnp)
+    //
+    //                     Examples
+    //
+    //deff('y=FF(x)','y=a*(x-b)+c*x.*x')
+    //X=[];Y=[];
+    //a=34;b=12;c=14;for x=0:.1:3, Y=[Y,FF(x)+100*(rand()-.5)];X=[X,x];end
+    //Z=[Y;X];
+    //deff('e=G(p,z)','a=p(1),b=p(2),c=p(3),y=z(1),x=z(2),e=y-FF(x)')
+    //[p,err]=datafit(G,Z,[3;5;10])
+    //xset('window',0)
+    //clf();
+    //plot2d(X',Y',-1)
+    //plot2d(X',FF(X)',5,'002')
+    //a=p(1),b=p(2),c=p(3);plot2d(X',FF(X)',12,'002')
+    //
+    //a=34;b=12;c=14;
+    //deff('s=DG(p,z)','y=z(1),x=z(2),s=-[x-p(2),-p(1),x*x]')
+    //[p,err]=datafit(G,DG,Z,[3;5;10])
+    //xset('window',1)
+    //clf();
+    //plot2d(X',Y',-1)
+    //plot2d(X',FF(X)',5,'002')
+    //a=p(1),b=p(2),c=p(3);plot2d(X',FF(X)',12,'002')
+    //
+
+    [lhs,rhs]=argn(0)
+
+    if type(imp)<>1 then
+        varargin(0)=G
+        G=imp
+        imp=0
+    end
+
+    if type(G)==15 then
+        Gparams=G;Gparams(1)=null();
+        G=G(1)
+    else
+        Gparams=list()
+    end
+
+
+    DG=varargin(1)
+    if type(DG)==10|type(DG)==11|type(DG)==13 then
+        GR=%t  //Jacobian provided
+        varargin(1)=null()
+    elseif type(DG)==15 then
+        error(msprintf(gettext("%s: Jacobian cannot be a list, parameters must be set in G."),"datafit"));
+    else
+        GR=%f
+    end
+
+    Z=varargin(1);
+    varargin(1)=null()
+    if type(Z)<>1 then
+        error(msprintf(gettext("%s: Wrong measurement matrix."),"datafit"));
+    end
+
+    nv=size(varargin)
+    if nv>=1 then
+        if size(varargin(1),2)==1 then // p0 ou 'b'
+            W=1
+        else
+            W=varargin(1);varargin(1)=null()
+            if size(W,1)~=size(W,2) then
+                if size(W,1)==1 then
+                    error(msprintf(gettext("%s: Initial guess must be a column vector."),"datafit"));
+                else
+                    error(msprintf(gettext("%s: Weighting matrix must be square."),"datafit"));
+                end
+            end
+        end
+    end
+    if type(varargin(1))==1 then // p0
+        p0=varargin(1)
+    else
+        p0=varargin(4)
+    end
+
+    [mz,nz]=size(Z);np=size(p0,"*");
+
+    if type(G)==10 then  //form function to call hard coded external
+        if size(Gparams)==0 then
+            error(msprintf(gettext("%s: With hard coded function, user must give output size of G."),"datafit"));
+        end
+        m=Gparams(1);Gparams(1)=null()
+
+        // foo(m,np,p,mz,nz,Z,pars,f)
+        deff("f=G(p,Z)","f=call(''"+G+"'',"+..
+        "m,1,''i'',np,2,''i'',p,3,''d'',mz,4,''i'',nz,5,''i'',Z,6,''d'',"+..
+        "pars,7,''out'',["+string(m)+",1],8,''d'')")
+
+        pars=[];
+        for k=1:size(Gparams)
+            p=Gparams(k)
+            pars=[pars;p(:)]
+        end
+        Gparams=list()
+    end
+
+    if type(DG)==10 then //form function to call hard coded external
+        // dfoo(m,np,p,mz,nz,Z,pars,f)
+        deff("f=DG(p,Z)","f=call(''"+DG+"'',"+..
+        "m,1,''i'',np,2,''i'',p,3,''d'',mz,4,''i'',nz,5,''i'',Z,6,''d'',"+..
+        "pars,7,''out'',["+string(m)+","+string(np)+"],8,''d'')")
+    end
+
+
+    // form square cost gradient function DGG
+
+    if Gparams==list() then
+        GP   = "G(p,Z(:,i))"
+        GPPV = "G(p+v,Z(:,i))"
+        DGP  = "DG(p,Z(:,i))"
+    else
+        GP   = "G(p,Z(:,i),Gparams(:))"
+        GPPV = "G(p+v,Z(:,i),Gparams(:))"
+        DGP  = "DG(p,Z(:,i),Gparams(:))"
+    end
+
+    if ~GR then // finite difference
+        DGG=["g=0*p";
+        "pa=sqrt(%eps)*(1+1d-3*abs(p))"
+        "f=0;"
+        "for i=1:"+string(nz)
+        "  g1="+GP
+        "  f=f+g1''*W*g1"
+        "end"
+        "for j=1:"+string(np)
+        "  v=0*p;v(j)=pa(j),"
+        "  e=0;"
+        "  for i=1:"+string(nz)
+        "    g1="+GPPV
+        "    e=e+g1''*W*g1"
+        "  end"
+        "  g(j)=e-f;"
+        "end;"
+        "g=g./pa;"]
+    else // using Jacobian of G
+        DGG="g=0;for i=1:nz,g=g+2*"+DGP+"''*W*"+GP+",end"
+    end
+
+    // form cost function for optim
+    deff("[f,g,ind]=costf(p,ind)",[
+    "if ind==2|ind==4 then "
+    "  f=0;"
+    "   for i=1:"+string(nz)
+    "     g1="+GP
+    "     f=f+g1''*W*g1"
+    "   end"
+    "else "
+    "  f=0;"
+    "end";
+    "if ind==3|ind==4 then"
+    DGG
+    "else"
+    " g=0*p;"
+    "end"])
+
+    [err,p]=optim(costf,varargin(:),imp=imp)
+
+
+endfunction
diff --git a/modules/optimization/macros/derivative.bin b/modules/optimization/macros/derivative.bin
new file mode 100755
index 000000000..e680681b9
--- /dev/null
+++ b/modules/optimization/macros/derivative.bin
diff --git a/modules/optimization/macros/derivative.sci b/modules/optimization/macros/derivative.sci
new file mode 100755
index 000000000..e6e574d23
--- /dev/null
+++ b/modules/optimization/macros/derivative.sci
@@ -0,0 +1,186 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008 - Rainer von Seggern
+// Copyright (C) 2008 - Bruno Pincon
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+//  PURPOSE
+//     First and second order numerical derivatives of a function  F: R^n --> R^m
+//     by finite differences.
+//     J=J(x) is the m x n Jacobian (the gradient for m=1), and H=H(x) the Hessian
+//     of the m components of F at x. The default form of H is a mxn^2 matrix;
+//     in this form the Taylor series of F up to second order terms is given by:
+//
+//        F(x+dx) = F(x) + J(x)*dx + 1/2*H(x)*(dx.*.dx) +...
+//
+//  NOTES
+//     1/ See derivative.cat for details of the parameters
+//
+//     2/ This function uses the 3 "internal" functions (following
+//        this one in this file) :
+//
+//          %DF_      => used to compute the Hessian by "differentiating
+//                       the derivative"
+//          %deriv1_  => contains the various finite difference formulae
+//          %R_       => to deal with F as this arg may be a scilab
+//                       function or a list embedding a function with
+//                       its parameters
+//
+function [J,H] = derivative(F, x, h, order, H_form, Q , verbose )
+    warnobsolete("numderivative","6.0")
+    [lhs,rhs]=argn();
+    if rhs<2 | rhs>6 then
+        error(msprintf(gettext("%s: Wrong number of input arguments: %d to %d expected.\n"),"derivative",2,6));
+    end
+    if type(x) ~= 1 then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: N-dimensional array expected.\n"),"derivative",2));
+    end
+    [n,p] = size(x)
+    if p ~= 1 then
+        error(msprintf(gettext("%s: Wrong size for input argument #%d: A column vector expected.\n"),"derivative",2));
+    end
+    if ~exists("order","local") then
+        order = 2
+    elseif (order ~= 1 & order ~= 2 & order ~= 4) then
+        error(msprintf(gettext("%s: Order must be 1, 2 or 4.\n"),"derivative"));
+    end
+
+    if ~exists("H_form","local") then
+        H_form = "default"
+    end
+
+    if ~exists("Q","local") then
+        Q = eye(n,n);
+    else
+        if norm(clean(Q*Q'-eye(n,n)))>0 then
+            error(msprintf(gettext("%s: Q must be orthogonal.\n"),"derivative"));
+        end
+    end
+    if ~exists("h","local") then
+        h_not_given = %t
+        // stepsizes for approximation of first derivatives
+        select order
+        case 1
+            h = sqrt(%eps)
+        case 2
+            h = %eps^(1/3)
+        case 4
+            // TODO : check this, i found 1/5 instead !
+            h = %eps^(1/4)
+        end
+    else
+        h_not_given = %f
+    end
+
+    if ~exists("verbose","local") then
+        verbose = 0
+    end
+
+    if verbose == 1 then
+        mprintf("h = %s\n", string(h))
+        mprintf("order = %d\n", order)
+        mprintf("H_form = %s\n", H_form)
+        mprintf("Q = \n")
+        for i = 1:n
+            mprintf("%s\n", strcat(string(Q(i,:)), " "))
+        end
+    end
+
+    J = %deriv1_(F, x, h, order, Q)
+    m = size(J,1);
+
+    if lhs == 1 then
+        return
+    end
+
+    if h_not_given then
+        // stepsizes for approximation of second derivatives
+        select order
+        case 1
+            h = %eps^(1/3)
+        case 2
+            h = %eps^(1/4)
+        case 4
+            h = %eps^(1/6)
+        end
+    end
+    // H is a mxn^2 block matrix
+    H = %deriv1_(%DF_, x, h, order, Q)
+    if     H_form == "default" then
+        // H has the old scilab form
+        H = matrix(H',n*n,m)'
+    end
+    if H_form == "hypermat" then
+        if m>1 then
+            // H is a hypermatrix if m>1
+            H=H';
+            H=hypermat([n n m],H(:));
+        end
+    end
+    if (H_form ~= "blockmat")&(H_form ~= "default")&(H_form ~= "hypermat") then
+        error(msprintf(gettext("%s: H_form must be ""default"",""blockmat"" or ""hypermat"", but current H_form=%s\n"),"derivative",H_form));
+    end
+endfunction
+
+function z=%DF_(x)
+    // Transpose !
+    z = %deriv1_(F, x, h, order, Q)';
+    z = z(:);
+endfunction
+
+function g=%deriv1_(F_, x, h, order, Q)
+    n=size(x,"*")
+    Dy=[];
+    select order
+    case 1
+        D = h*Q;
+        y=%R_(F_,x);
+        for d=D
+            Dy=[Dy %R_(F_,x+d)-y]
+        end
+        g=Dy*Q'/h
+    case 2
+        D = h*Q;
+        for d=D
+            Dy=[Dy %R_(F_,x+d)-%R_(F_,x-d)]
+        end
+        g=Dy*Q'/(2*h)
+    case 4
+        D = h*Q;
+        for d=D
+            dFh =  (%R_(F_,x+d)-%R_(F_,x-d))/(2*h)
+            dF2h = (%R_(F_,x+2*d)-%R_(F_,x-2*d))/(4*h)
+            Dy=[Dy (4*dFh - dF2h)/3]
+        end
+        g = Dy*Q'
+    end
+endfunction
+
+function y=%R_(F_,x)
+    if type(F_)==15 then
+        if ( length(F_) < 2 ) then
+            error(msprintf(gettext("%s: Wrong number of elements in input argument #%d: At least %d elements expected, but current number is %d.\n"),"derivative",1,2,length(F_)));
+        end
+        R=F_(1);
+        if ( and(typeof(R) <> ["function" "funptr"]) ) then
+            error(msprintf(gettext("%s: Wrong type for element #%d in input argument #%d: A function is expected, but current type is %s.\n"),"derivative",1,1,typeof(R)));
+        end
+        y=R(x,F_(2:$));
+        // See extraction, list or tlist case: ...
+        // But if the extraction syntax is used within a function
+        // input calling sequence each returned list component is
+        // added to the function calling sequence.
+    elseif  type(F_)==13 | type(F_)==11 then
+        y=F_(x);
+    else
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: A function expected.\n"),"derivative",1));
+    end
+endfunction
+
diff --git a/modules/optimization/macros/karmarkar.bin b/modules/optimization/macros/karmarkar.bin
new file mode 100755
index 000000000..399bf5074
--- /dev/null
+++ b/modules/optimization/macros/karmarkar.bin
diff --git a/modules/optimization/macros/karmarkar.sci b/modules/optimization/macros/karmarkar.sci
new file mode 100755
index 000000000..abacfde62
--- /dev/null
+++ b/modules/optimization/macros/karmarkar.sci
@@ -0,0 +1,736 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) INRIA
+// Copyright (C) 2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+//
+
+// xopt=karmarkar(Aeq,beq,c)
+// xopt=karmarkar(Aeq,beq,c,x0)
+// xopt=karmarkar(Aeq,beq,c,x0,rtolf)
+// xopt=karmarkar(Aeq,beq,c,x0,rtolf,gam)
+// xopt=karmarkar(Aeq,beq,c,x0,rtolf,gam,maxiter)
+// xopt=karmarkar(Aeq,beq,c,x0,rtolf,gam,maxiter,outfun)
+// xopt=karmarkar(Aeq,beq,c,x0,rtolf,gam,maxiter,outfun,A,b)
+// xopt=karmarkar(Aeq,beq,c,x0,rtolf,gam,maxiter,outfun,A,b,lb)
+// xopt=karmarkar(Aeq,beq,c,x0,rtolf,gam,maxiter,outfun,A,b,lb,ub)
+// [xopt,fopt] = karmarkar(...)
+// [xopt,fopt,exitflag] = karmarkar(...)
+// [xopt,fopt,exitflag,iter] = karmarkar(...)
+// [xopt,fopt,exitflag,iter,yopt] = karmarkar(...)
+//
+// exitflag = 1 if algorithm converged.
+// exitflag = 0 if maximum number of iterations was reached.
+// exitflag = -1 if no feasible point was found
+// exitflag = -2 if problem is unbounded.
+// exitflag = -3 if search direction became zero.
+// exitflag = -4 if algorithm stopped on user's request.
+// exitflag = -5 if duality gap became too large
+// exitflag = -%inf on internal error.
+
+function [xopt,fopt,exitflag,iter,yopt]=karmarkar(varargin)
+    function argin = argindefault ( rhs , vararglist , ivar , default )
+        // Returns the value of the input argument #ivar.
+        // If this argument was not provided, or was equal to the
+        // empty matrix, returns the default value.
+        if ( rhs < ivar ) then
+            argin = default
+        else
+            if ( vararglist(ivar) <> [] ) then
+                argin = vararglist(ivar)
+            else
+                argin = default
+            end
+        end
+    endfunction
+
+    //
+    [lhs,rhs]=argn(0)
+    if ( rhs<3 | rhs>12 | rhs==9 ) then
+        error(msprintf(gettext("%s: Wrong number of input arguments: %d to %d expected.\n"),"karmarkar",3,12));
+    end
+    //
+    Aeq = varargin(1)
+    beq = varargin(2)
+    c = varargin(3)
+    x0 = argindefault ( rhs , varargin , 4 , [] )
+    rtolf = argindefault ( rhs , varargin , 5 , 1.d-5 )
+    gam = argindefault ( rhs , varargin , 6 , 1/2 )
+    maxiter = argindefault ( rhs , varargin , 7 , 200 )
+    __karmarkar_outfun__ = argindefault ( rhs , varargin , 8 , [] )
+    A = argindefault ( rhs , varargin , 9 , [] )
+    b = argindefault ( rhs , varargin , 10 , [] )
+    lb = argindefault ( rhs , varargin , 11 , [] )
+    ub = argindefault ( rhs , varargin , 12 , [] )
+    //
+    // Check input arguments
+    //
+    //
+    // Check type
+    //
+    if ( typeof(Aeq) <> "constant" ) then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: Real matrix expected.\n"),"karmarkar",1));
+    end
+    if ( typeof(beq) <> "constant" ) then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: Real matrix expected.\n"),"karmarkar",2));
+    end
+    if ( typeof(c) <> "constant" ) then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: Real matrix expected.\n"),"karmarkar",3));
+    end
+    if ( typeof(x0) <> "constant" ) then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: Real matrix expected.\n"),"karmarkar",4));
+    end
+    if ( typeof(rtolf) <> "constant" ) then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: Real matrix expected.\n"),"karmarkar",5));
+    end
+    if ( typeof(gam) <> "constant" ) then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: Real matrix expected.\n"),"karmarkar",6));
+    end
+    if ( typeof(maxiter) <> "constant" ) then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: Real matrix expected.\n"),"karmarkar",7));
+    end
+    if ( __karmarkar_outfun__ <> [] ) then
+        if ( and(typeof(__karmarkar_outfun__) <> ["function" "list" "fptr"] ) ) then
+            error(msprintf(gettext("%s: Wrong type for input argument #%d: %s expected.\n"),"karmarkar",8,"function or list"));
+        end
+        if ( typeof(__karmarkar_outfun__)=="list" ) then
+            if ( and(typeof(__karmarkar_outfun__(1))<>["function" "fptr"] ) ) then
+                error(msprintf(gettext("%s: Wrong type for input argument #%d: %s expected.\n"),"karmarkar",8,"function"));
+            end
+        end
+    end
+    if ( typeof(A) <> "constant" ) then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: Real matrix expected.\n"),"karmarkar",9));
+    end
+    if ( typeof(b) <> "constant" ) then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: Real matrix expected.\n"),"karmarkar",10));
+    end
+    if ( typeof(lb) <> "constant" ) then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: Real matrix expected.\n"),"karmarkar",11));
+    end
+    if ( typeof(ub) <> "constant" ) then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: Real matrix expected.\n"),"karmarkar",12));
+    end
+    //
+    // Check size
+    //
+    [ne,pe]=size(Aeq)
+    [ni,pi]=size(A)
+    plb=size(lb,"*")
+    pub=size(ub,"*")
+    if ( Aeq <> [] ) then
+        p = pe
+    elseif ( A <> [] ) then
+        p = pi
+    elseif ( lb <> [] ) then
+        p = plb
+    elseif ( ub <> [] ) then
+        p = pub
+    else
+        error(msprintf(gettext("%s: Either one of Aeq, A, lb or ub must be non-empty."),"karmarkar"));
+    end
+    // The case where Aeq==[] and A==[] is treated below.
+    if ( ( Aeq <> [] & beq == [] ) | ( Aeq == [] & beq <> [] ) ) then
+        error(msprintf(gettext("%s: Wrong size for input argument #%d."),"karmarkar",2));
+    end
+    if ( Aeq <> [] ) then
+        if ( or ( size(beq) <> [ne 1] ) ) then
+            error(msprintf(gettext("%s: Wrong size for input argument #%d."),"karmarkar",2));
+        end
+    end
+    if ( or ( size(c) <> [p 1] ) ) then
+        error(msprintf(gettext("%s: Wrong size for input argument #%d."),"karmarkar",3));
+    end
+    if ( x0 <> [] ) then
+        if ( or ( size(x0) <> [p 1] ) ) then
+            error(msprintf(gettext("%s: Wrong size for input argument #%d."),"karmarkar",4));
+        end
+    end
+    if ( or ( size(rtolf) <> [1 1] ) ) then
+        error(msprintf(gettext("%s: Wrong size for input argument #%d."),"karmarkar",5));
+    end
+    if ( or ( size(gam) <> [1 1] ) ) then
+        error(msprintf(gettext("%s: Wrong size for input argument #%d."),"karmarkar",6));
+    end
+    if ( or ( size(maxiter) <> [1 1] ) ) then
+        error(msprintf(gettext("%s: Wrong size for input argument #%d."),"karmarkar",7));
+    end
+    if ( A <> [] ) then
+        if ( Aeq <> [] ) then
+            if ( pi <> pe ) then
+                error(msprintf(gettext("%s: Wrong size for input argument #%d."),"karmarkar",9));
+            end
+        end
+    end
+    if ( ( A <> [] & b == [] ) | ( A == [] & b <> [] ) ) then
+        error(msprintf(gettext("%s: Wrong size for input argument #%d."),"karmarkar",10));
+    end
+    if ( b <> [] ) then
+        if ( size(b) <> [ni 1] ) then
+            error(msprintf(gettext("%s: Wrong size for input argument #%d."),"karmarkar",10));
+        end
+    end
+    if ( lb <> [] ) then
+        if ( or ( size(lb) <> [p 1] ) ) then
+            error(msprintf(gettext("%s: Wrong size for input argument #%d."),"karmarkar",11));
+        end
+    end
+    if ( ub <> [] ) then
+        if ( or ( size(ub) <> [p 1] ) ) then
+            error(msprintf(gettext("%s: Wrong size for input argument #%d."),"karmarkar",12));
+        end
+    end
+    //
+    // Check content
+    //
+    if ( rtolf < 0 | rtolf > 1 ) then
+        error(msprintf(gettext("%s: Wrong value for input argument #%d. rtolf must be in [0,1]."),"karmarkar",5));
+    end
+    if ( gam < 0 | gam > 1 ) then
+        error(msprintf(gettext("%s: Wrong value for input argument #%d. gam must be in [0,1]."),"karmarkar",6));
+    end
+    if ( maxiter < 1 ) then
+        error(msprintf(gettext("%s: Wrong value for input argument #%d. maxiter must be greater than 1."),"karmarkar",7));
+    end
+    if ( floor(maxiter) <> maxiter ) then
+        error(msprintf(gettext("%s: Wrong value for input argument #%d. maxiter must be a floating point integer."),"karmarkar",7));
+    end
+    if ( lb == [] & ub == [] ) then
+        if ( x0 <> [] ) then
+            if ( min(x0)<0 ) then
+                error(msprintf(gettext("%s: Wrong value for input argument #%d. x0 is not positive."),"karmarkar",4));
+            end
+        end
+    end
+    if ( lb <> [] & ub <> [] ) then
+        if ( or ( ub < lb ) ) then
+            error(msprintf(gettext("%s: Wrong value for input argument #%d. One entry of the upper bound ub is lower than the lower bound lb."),"karmarkar",12));
+        end
+    end
+    if ( lb <> [] & x0 <> [] ) then
+        if ( or ( lb > x0 ) ) then
+            error(msprintf(gettext("%s: Wrong value for input argument #%d. x0 lower than lower bound lb."),"karmarkar",12));
+        end
+    end
+    if ( ub <> [] & x0 <> [] ) then
+        if ( or ( ub < x0 ) ) then
+            error(msprintf(gettext("%s: Wrong value for input argument #%d. x0 greater than upper bound ub."),"karmarkar",12));
+        end
+    end
+    //
+    // Proceed
+    //
+    // Transform the general LP into standard form
+    [AAeq,bbeq,cc,xx0,pinit,newposvars] = karmarkar_preprocess ( Aeq , beq , c , A , b , lb , ub , x0 )
+    //
+    // Solve the standard form LP
+    outfun = list(__karmarkar_outfun__ , pinit , newposvars )
+    [xxopt,fopt,exitflag,iter,yyopt] = karmarkar_findStandardLP ( AAeq , bbeq , cc , xx0 , rtolf , gam , maxiter , outfun )
+    //
+    // Extract the solution from the initial problem
+    [xopt,fopt,yopt] = karmarkar_postprocess ( Aeq , beq , c , A , b , lb , ub , pinit , xxopt , yyopt , exitflag )
+
+    if lhs < 3 & exitflag~= 1 then
+        warning(msprintf(gettext("%s: The algorithm did not converge (exitflag= %d).\n"),"karmarkar",exitflag));
+    end
+
+endfunction
+
+function [AAeq,bbeq,cc,xx0,pinit,newposvars] = karmarkar_preprocess ( Aeq , beq , c , A , b , lb , ub , x0 )
+    // Transform the general LP into a standard LP.
+    //
+    // Parameters
+    // Aeq : a ne-by-p matrix of doubles, the matrix of linear equality constraints
+    // beq : a ne-by-1 matrix of doubles, the right hand side of linear equality constraints
+    // A : a ni-by-p matrix of doubles, the matrix of linear inequality constraints
+    // b : a ni-by-1 matrix of doubles, the right hand side of linear inequality constraints
+    // c : a p-by-1 matrix of doubles, the linear objective
+    // x0 : a p-by-1 matrix of doubles, the initial guess. If x0=[], this means that no initial guess is provided.
+    // AAeq : a m-by-q matrix of doubles, the matrix of linear equality constraints. We have m = ne + ni and q = p + ni.
+    // bbeq : a m-by-1 matrix of doubles, the right hand side of linear equality constraints
+    // cc : a p-by-1 matrix of doubles, the linear objective
+    // xx0 : a q-by-1 matrix of doubles, the initial guess. If xx0=[], this means that no initial guess is provided.
+    // pinit : the initial value of p. The solution of the original general LP is xs(1:pinit), where xs is the solution of the modified standard LP.
+    // newposvars : a 1-by-1 matrix of booleans, %f if no positive variables have been introduced, %t if positive variables have been introduced.
+    //
+    // Description
+    // Transform the general linear program into a standard linear program.
+    //
+    // More precisely, if A <> [] transform the general linear program (L.P.):
+    //
+    // min c'*x
+    // A * x <= b
+    // Aeq * x = beq
+    //
+    // into the standard LP:
+    //
+    // min cc'*z
+    // AAeq * z = bbeq
+    // z >= 0
+    //
+    // where z is the new unknown, positive, which may contain slack variables.
+    //
+    // An unrestricted variable xi is transformed into x = xp - xn, where xp,xn >= 0.
+    // This turns the inequality constraint Ax <= b into [A -A][xp;xn] <= b.
+    // The inequality constraint is turned into an equality constraint by introducing
+    // slack variables si.
+    // This transforms the inequality into: [A -A][xp;xn] + s = b which can be written :
+    //
+    // [A -A I][xp;xn;s] = b
+    //
+    // Therefore, the number of variables increases from pinit to 2*pinit + ni.
+    // The initial variable is x(1:pinit)-x(pinit+1:2*pinit).
+    // The same happens for the equality constraints which is turned from
+    // Aeq*x=b to [Aeq -Aeq 0][xp;xn;s]=b.
+    // The cost function is turned from c'*x into [c;-c;0]'[xp;xn].
+    //
+    newposvars = %f
+    //
+    [ne,pe]=size(Aeq)
+    [ni,pi]=size(A)
+    plb=size(lb,"*")
+    pub=size(ub,"*")
+    if ( Aeq <> [] ) then
+        pinit = pe
+    elseif ( A <> [] ) then
+        pinit = pi
+    elseif ( lb <> [] ) then
+        pinit = plb
+    elseif ( ub <> [] ) then
+        pinit = pub
+    end
+    //
+    if ( A == [] & lb == [] & ub == [] ) then
+        AAeq = Aeq
+        bbeq = beq
+        cc = c
+        xx0 = x0
+        return
+    end
+    //
+    // Process the lower bound : x >= lb.
+    // Move it as an inequality constraint: -I * x <= -lb.
+    // TODO : process the case lb <> [] by shifting x (instead of introducing positive variables).
+    if ( lb <> [] ) then
+        if ( A == [] ) then
+            A = -eye(plb,plb)
+            b = -lb
+        else
+            A = [A;-eye(plb,plb)]
+            b = [b;-lb]
+        end
+    end
+    //
+    // Process the upper bound : x <= ub.
+    // Move it as an inequality constraint : I * x <= ub.
+    if ( ub <> [] ) then
+        if ( A == [] ) then
+            A = eye(pub,pub)
+            b = ub
+        else
+            A = [A;eye(pub,pub)]
+            b = [b;ub]
+        end
+    end
+    //
+    // Remove constraints where b(i) = %inf.
+    // Such an A(i,:)*x <= %inf = b(i) will be satisfied anyway, but
+    // may cause failures in the algorithm.
+    iinf = find(b == %inf)
+    b(iinf) = []
+    A(iinf,:) = []
+    //
+    // Create the map from the initial constraints to the final constraints.
+    //
+    // Update the number of inequalities,
+    // given that the bounds have been updated.
+    [ni,pi]=size(A)
+    //
+    // Initialize AAeq, bbeq, cc and xx0.
+    //
+    // If ni inequality constraints are given, transform the problem by
+    // adding pinit positive variables and ni slack variables.
+    // The inequality is Ax <= b.
+    if ( A <> [] ) then
+        //
+        // Create the matrix
+        // AAeq = [
+        //     Aeq -Aeq 0
+        //     A   -A   I
+        // ]
+        AAeq (1:ne+ni,1:2*pinit+ni) = zeros(ne+ni,2*pinit+ni)
+        if ( Aeq <> [] ) then
+            AAeq (1:ne,1:pinit) = Aeq
+            AAeq (1:ne,pinit+1:2*pinit) = -Aeq
+        end
+        AAeq (ne+1:ne+ni,1:pinit) = A
+        AAeq (ne+1:ne+ni,pinit+1:2*pinit) = -A
+        AAeq (ne+1:ne+ni,2*pinit+1:2*pinit+ni) = eye(ni,ni)
+        bbeq = [beq;b]
+        cc = [c;-c;zeros(ni,1)]
+        newposvars = %t
+        if ( x0 == [] ) then
+            xx0 = []
+        else
+            xx0 = zeros(2*pinit+ni,1)
+            xx0(1:pinit) = max(x0,0)
+            xx0(pinit+1:2*pinit) = -min(x0,0)
+            s = b - A*x0
+            if ( min(s)<0 ) then
+                error(msprintf(gettext("%s: Wrong value for input argument #%d. x0 does not satisfy the inequality constraints."),"karmarkar",4));
+            end
+            xx0(2*pinit+1:2*pinit+ni) = s
+        end
+    end
+endfunction
+
+function [xopt,fopt,yopt] = karmarkar_postprocess ( Aeq , beq , c , A , b , lb , ub , pinit , xxopt , yyopt , exitflag )
+    // Transform the solution of the standard LP into the solution of the original general LP.
+    //
+    // Extract the solution from the initial problem
+    if ( pinit < size(xxopt,"*") ) then
+        xopt = xxopt(1:pinit) - xxopt(pinit+1:2*pinit)
+    else
+        xopt = xxopt
+    end
+    //
+    // Extract the dual solution.
+    [ne,pe]=size(Aeq)
+    [ni,pi]=size(A)
+    plb=size(lb,"*")
+    pub=size(ub,"*")
+    //
+    // Initialize
+    if ( yyopt == [] ) then
+        yopt.ineqlin = []
+        yopt.eqlin = []
+        yopt.lower = []
+        yopt.upper = []
+    else
+        yopt.ineqlin = []
+        yopt.eqlin = []
+        yopt.lower = zeros(pinit,1)
+        yopt.upper = zeros(pinit,1)
+    end
+    //
+    // Update depending on the presence of the options.
+    kstart = 1
+    if ( ne > 0 ) then
+        kstop = kstart + ne - 1
+        yopt.eqlin = -yyopt(kstart:kstop)
+        kstart = kstop + 1
+    end
+    if ( ni > 0 ) then
+        noninf = find(b<>%inf)
+        kinf = find(b==%inf)
+        kstop = kstart + ni - 1 - size(kinf,"*")
+        yopt.ineqlin(noninf) = -yyopt(kstart:kstop)
+        kstart = kstop + 1
+    end
+    if ( ni == 0 & plb == 0 & pub == 0 ) then
+        yopt.lower = c - Aeq'*yyopt
+    elseif ( plb > 0 ) then
+        noninf = find(lb<>%inf)
+        kinf = find(lb==%inf)
+        kstop = kstart + plb - 1 - size(kinf,"*")
+        yopt.lower(noninf) = -yyopt(kstart:kstop)
+        kstart = kstop + 1
+    end
+    if ( pub > 0 ) then
+        noninf = find(ub<>%inf)
+        kinf = find(ub==%inf)
+        kstop = kstart + pub - 1 - size(kinf,"*")
+        yopt.upper(noninf) = -yyopt(kstart:kstop)
+        kstart = kstop + 1
+    end
+endfunction
+
+function [xopt,fopt,exitflag,iter,yopt] = karmarkar_findStandardLP ( Aeq , beq , c , x0 , rtolf , gam , maxiter , outfun )
+    // Solves a linear problem in standard form (searches for x0 if necessary).
+    //
+    // Parameters
+    // pinit : a 1-by-1 matrix of floating point integers, the number of parameters before the introduction of slack variables.
+    //
+    // Given x0, uses a primal affine scaling (P.A.S.) algorithm to iteratively
+    // find the solution of a linear program in standard form:
+    //
+    // min c'*x
+    // Aeq*x = beq
+    // x >= 0
+    //
+    // If x0 is the empty matrix, compute a strictly feasible point.
+    //
+    [ne,p]=size(Aeq)
+    if ( x0 == [] ) then
+        //
+        // Compute a strictly feasible point.
+        //
+        // Add an extra variable x(p+1) and solve :
+        //
+        // min z(p+1)
+        // AAeq*z = beq
+        // z >= 0
+        //
+        // where z=[x(1) x(2) ... x(p) x(p+1)].
+        // AAeq has the same number of rows, but one column more than Aeq.
+        // The initial guess for the modified problem is z0=[1 1 ... 1]=e(n+1).
+        // The last column of AAeq is beq-Aeq*e(n) so that the initial guess z0 satisfies AAeq*z0=beq.
+        //
+        // References
+        // "A Primal-Dual Exterior Point Algorithm For Linear Programming Problems"
+        // Nikolaos Samaras, Angelo Sifaleras, Charalampos Triantafyllidis
+        // Yugoslav Journal of Operations Research
+        // Vol 19 (2009), Number 1, 123-132
+        //
+        // "A modification of karmarkar's linear programming algorithm",
+        // Robert J. Vanderbei, Marc S. Meketon and Barry A. Freedman,
+        // Algorithmica, Volume 1, Numbers 1-4, 395-407, 1986.
+        //
+        s = beq - Aeq*ones(p,1)
+        AAeq = [Aeq,s]
+        cc = [zeros(p,1);1]
+        xx0 = ones(p+1,1)
+        step = 1
+        xfeasmax = %eps
+        iterstart = 0
+        [xopt1,fopt1,exitflag1,iter1,yopt1] = karmarkar_findxopt ( AAeq , beq , cc , xx0 , rtolf , gam , maxiter , outfun , step , xfeasmax , iterstart )
+        if ( exitflag1 <> 1 ) then
+            // The algorithm did not converge.
+            xopt = []
+            fopt = []
+            exitflag = -1
+            iter = iter1
+            yopt = []
+            return
+        end
+        x0 = xopt1(1:p)
+    else
+        iter1 = 0
+    end
+    //
+    // Check that the initial guess is feasible.
+    if ( x0 <> [] ) then
+        if ( norm(Aeq*x0-beq)>sqrt(%eps)*norm(beq) ) then
+            error(msprintf(gettext("%s: Wrong value for input argument #%d. x0 does not satisfy the equality constraints."),"karmarkar",4));
+        end
+    end
+    //
+    // Find the optimum x
+    step = 2
+    xfeasmax = %nan
+    iterstart = iter1
+    [xopt,fopt,exitflag,iter,yopt] = karmarkar_findxopt ( Aeq , beq , c , x0 , rtolf , gam , maxiter , outfun , step , xfeasmax , iterstart )
+endfunction
+
+function [xopt,fopt,exitflag,iter,yopt] = karmarkar_findxopt ( Aeq , beq , c , x0 , rtolf , gam , maxiter , outfun , step , xfeasmax , iterstart )
+    // Solves a linear problem in standard form, given x0.
+    //
+    // Parameters
+    // step : a 1-by-1 matrix of floating point integers, the kind of algorithm performed. We have step=1 during the search for a feasible point x0, and step=2 during the search for x*.
+    // xfeasmax : a 1-by-1 matrix of double, the maximum value of the feasibility variable, during the search for a feasible point x0.
+    // pinit : a 1-by-1 matrix of floating point integers, the number of parameters before the introduction of slack variables.
+    // iterstart : the initial number of iterations, including the iterations of the previous steps
+    //
+    // Description
+    // Given x0, uses a primal affine scaling (P.A.S.) algorithm to iteratively
+    // find the solution of a linear program in standard form:
+    //
+    // min c'*x
+    // Aeq*x = beq
+    // x >= 0
+    //
+    // We assume that x0 is strictly feasible, i.e. || Aeq*x0-beq || is small and x0 > 0.
+    //
+    // If step = 1, we stop when xopt($) is below the feasibility threshold xfeasmax.
+    // If step = 2, we stop when the objective function does not vary anymore, or the maximum number
+    // of iterations exceeds the maximum, or the users asks to.
+    //
+    // exitflag = 1 if algorithm converged.
+    // exitflag = 0 if maximum number of iterations was reached.
+    // exitflag = -2 if problem is unbounded.
+    // exitflag = -3 if search direction became zero.
+    // exitflag = -4 if step=2 and algorithm stopped on user's request.
+    // exitflag = -%inf on internal error.
+    //
+    // References
+    //      "A variation on Karmarkar’s algorithm for solving linear programming problems,
+    //      Earl R. Barnes, Mathematical Programming, Volume 36, Number 2, 174-182, 1986.
+    //
+    //      "A modification of karmarkar's linear programming algorithm",
+    //      Robert J. Vanderbei, Marc S. Meketon and Barry A. Freedman,
+    //      Algorithmica, Volume 1, Numbers 1-4, 395-407, 1986.
+    //
+    //      "Practical Optimization: Algorithms and Engineering Applications",
+    //      Andreas Antoniou, Wu-Sheng Lu, Springer, 2007,
+    //      Chapter 12, "Linear Programming Part II: Interior Point Methods".
+    //
+    [ne,p]=size(Aeq)
+    xopt=x0
+    yopt = []
+    tc=c'
+    fopt=tc*xopt
+    dualgapmin = %inf
+    dualgap = %inf
+    funccount = 1
+    fprev = fopt+1
+    iter=iterstart
+    s = zeros(p,1)
+    stop = %f
+    exitflag = -%inf
+    firstloop = %t
+    //
+    state = "init"
+    if ( step == 1 ) then
+        procedure = "x0"
+    else
+        procedure = "x*"
+    end
+    optimValues = struct(...
+    "funccount" , funccount , ...
+    "fval" , fopt , ...
+    "iteration" , iter , ...
+    "procedure" , procedure, ...
+    "dualgap" , dualgap ...
+    );
+    stop = karmarkar_outfunDriver ( xopt , optimValues , state , outfun )
+    //
+    while ( %t )
+        if ( iter >= maxiter ) then
+            exitflag = 0
+            break
+        end
+        if ( step == 1 ) then
+            if ( xopt($) <= xfeasmax ) then
+                exitflag = 1
+                break
+            end
+        end
+        if ( step == 2 ) then
+            if ( abs(fprev-fopt)<=rtolf*abs(fprev) ) then
+                exitflag = 1
+                break
+            end
+        end
+        //
+        // Compute the duality gap
+        if ( dualgap > 1.e5 * dualgapmin ) then
+            // Unbounded problem.
+            exitflag = -2
+            break
+        end
+        //
+        // Calls back the output function
+        if ( step == 1 ) then
+            state = "init"
+        else
+            state = "iter"
+        end
+        if ( step == 1 ) then
+            procedure = "x0"
+        else
+            procedure = "x*"
+        end
+        optimValues = struct(...
+        "funccount" , funccount , ...
+        "fval" , fopt , ...
+        "iteration" , iter , ...
+        "procedure" , procedure, ...
+        "dualgap" , dualgap ...
+        );
+        stop = karmarkar_outfunDriver ( xopt , optimValues , state , outfun )
+        if ( stop ) then
+            exitflag = -4
+            break
+        end
+        iter=iter+1
+        // Compute B as B = Aeq*X where X = diag(xopt).
+        // The following method is equivalent, but faster.
+        xt = xopt'
+        B = Aeq.*xt(ones(ne,1),:)
+        v = xopt.*c
+        // y = inv(B*B') * (B*v) i.e. y is the solution of (B*B') y = B*v.
+        // This implies that y is the solution of (B')*y = v, i.e.
+        yopt = B'\v
+        p = -v+B'*yopt
+        if ( min(p)==0 ) then
+            exitflag = -3
+            break
+        end
+        d = xopt.*p
+        if ( min(d)>0 ) then
+            // Unbounded problem.
+            exitflag = -2
+            break
+        end
+        alpha = -gam / min(p)
+        s = alpha*d
+        xopt=xopt+s
+        fprev = fopt
+        fopt=tc*xopt
+        funccount = funccount + 1
+        //
+        // Compute the duality gap
+        dualgap = abs(yopt'*beq - fopt)
+        if ( firstloop ) then
+            dualgapmin = dualgap
+        else
+            if ( dualgapmin > dualgap ) then
+                dualgapmin = dualgap
+            end
+        end
+        firstloop = %f
+    end
+    //
+    if ( step == 1 ) then
+        state = "init"
+    else
+        state = "done"
+    end
+    if ( step == 1 ) then
+        procedure = "x0"
+    else
+        procedure = "x*"
+    end
+    optimValues = struct(...
+    "funccount" , funccount , ...
+    "fval" , fopt , ...
+    "iteration" , iter , ...
+    "procedure" , procedure, ...
+    "dualgap" , dualgap ...
+    );
+    stop = karmarkar_outfunDriver ( xopt , optimValues , state , outfun )
+endfunction
+
+function stop = karmarkar_outfunDriver ( xopt , optimValues , state , outfun )
+    //
+    // The driver for the output function.
+    // outfun : a list where the first item is the output function.
+    __karmarkar_outfun__ = outfun (1)
+    pinit = outfun (2)
+    newposvars = outfun (3)
+    //
+    // Calls back the user's output function, if required.
+    // Reduce the size of the vectors, to take into account for potential slack variables.
+    if ( __karmarkar_outfun__ <> [] ) then
+        if ( newposvars ) then
+            xopt = xopt(1:pinit) - xopt(pinit+1:2*pinit)
+        else
+            xopt = xopt(1:pinit)
+        end
+        cbktype = typeof( __karmarkar_outfun__ )
+        if ( cbktype == "list" ) then
+            __karmarkar_outfun__f_ = __karmarkar_outfun__ (1)
+            stop = __karmarkar_outfun__f_ ( xopt , optimValues , state , __karmarkar_outfun__ (2:$))
+        elseif ( or(cbktype == ["function" "fptr"] ) ) then
+            stop = __karmarkar_outfun__ ( xopt , optimValues , state )
+        end
+    else
+        stop = %f
+    end
+endfunction
+
+
diff --git a/modules/optimization/macros/leastsq.bin b/modules/optimization/macros/leastsq.bin
new file mode 100755
index 000000000..43384ee30
--- /dev/null
+++ b/modules/optimization/macros/leastsq.bin
diff --git a/modules/optimization/macros/leastsq.sci b/modules/optimization/macros/leastsq.sci
new file mode 100755
index 000000000..418ebdf4c
--- /dev/null
+++ b/modules/optimization/macros/leastsq.sci
@@ -0,0 +1,103 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) INRIA
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+function [f,x,g]=leastsq(imp,fun,varargin)
+
+    //                                                        n     p
+    //   min sum (fun(x).^2)    where fun is a function from R  to R
+    //     x
+    //
+    // [f]=fun(x) computes the value f of the function at the point x
+    // and the gradient g of f at x g(i,j)=Dfi/dxj
+    if type(imp)<>1 then
+        varargin(0)=fun
+        fun=imp
+        imp=0
+    end
+
+    if type(fun)==15 then
+        fn=fun(1);params=fun;params(1)=null()
+    else
+        fn=fun;params=list()
+    end
+
+    Dfun=varargin(1),kr=1;
+    if type(Dfun)==10 then //the 'b' keyword or the jacobian entry point name
+        if Dfun=="b" & size(varargin) >= 3 then
+            if type(varargin(2))==1 & type(varargin(3))==1 then
+                J=%f //bounds specification
+            else
+                J=%t //jacobian
+            end
+        else
+            J=%t //jacobian
+        end
+    elseif type(Dfun)==11|type(Dfun)==13 then
+        J=%t  //Jacobian provided
+    elseif type(Dfun)==15 then
+        error(msprintf(gettext("%s: Jacobian cannot be a list, parameters must be set in fun."),"leastsq"));
+    else
+        J=%f;
+    end
+    if J then, varargin(1)=null(), end  // to correct bug 1219 (bruno, 22 feb 2005)
+    kr=1
+
+    if varargin(kr)=="b" then kr=kr+3,end
+    x0=varargin(kr)
+
+    if type(fn)==10 then //hard coded function given by its name
+        if size(params)==0 then
+            error(msprintf(gettext("%s: With hard coded function, user must give output size of fun."),"leastsq"));
+        end
+        m=params(1);params(1)=null()
+        n=size(x0,"*")
+        // foo(m,nx,x,params,f)
+        deff("f=fn(x)","f=call(''"+fn+"'',"+..
+        "m,1,''i'',n,2,''i'',x,3,''d'',"+..
+        "pars,4,''d'',''out'',["+string(m)+",1],5,''d'')")
+
+        pars=[];
+        for k=1:size(params)
+            p=params(k)
+            pars=[pars;p(:)]
+        end
+        params=list()
+
+    end
+
+    if J then //jacobian given
+        if type(Dfun)==10 then //form function to call hard coded external
+            // dfoo(m,nx,x,params,g)
+            deff("g=Dfun(x)","g=call(''"+Dfun+"'',"+..
+            "m,1,''i'',n,2,''i'',x,3,''d'',"+..
+            "pars,4,''d'',''out'',["+string(m)+","+string(n)+"],5,''d'')")
+        end
+    else
+        if params==list() then
+            deff("g=Dfun(x)","g=numderivative(fn,x)")
+        else
+            deff("g=Dfun(x,varargin)","g=numderivative(list(fn,varargin(:)),x)")
+        end
+    end
+
+    if params==list() then
+        deff("[f,g,ind]=%opt(x,ind)",[
+        "ff=fn(x);gf=Dfun(x)"
+        "f=sum(ff.^2)"
+        "g=2*(gf''*ff(:))"])
+    else
+        deff("[f,g,ind]=%opt(x,ind)",[
+        "ff=fn(x,params(:));gf=Dfun(x,params(:))"
+        "f=sum(ff.^2)"
+        "g=2*(gf''*ff(:))"])
+    end
+
+    [f,x,g]=optim(%opt,varargin(:),imp=imp)
+endfunction
+
diff --git a/modules/optimization/macros/lib b/modules/optimization/macros/lib
new file mode 100755
index 000000000..1aa14478d
--- /dev/null
+++ b/modules/optimization/macros/lib
diff --git a/modules/optimization/macros/list2vec.bin b/modules/optimization/macros/list2vec.bin
new file mode 100755
index 000000000..7c6a74fc6
--- /dev/null
+++ b/modules/optimization/macros/list2vec.bin
diff --git a/modules/optimization/macros/list2vec.sci b/modules/optimization/macros/list2vec.sci
new file mode 100755
index 000000000..f2ae4cfd2
--- /dev/null
+++ b/modules/optimization/macros/list2vec.sci
@@ -0,0 +1,22 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) INRIA
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+//
+function [bigVector,varsizes]=list2vec(li)
+    //li=list(X1,...Xk) is a list of matrices
+    //bigVector: big vector [X1(:);...;Xk(:)] (stacking of matrices in li)
+    //varsizes: k x 2 matrix, with varsiz(i,:)=size(Xi)
+    bigVector=[];varsizes=[];
+    li=aplat(li)
+    for mati=li
+        sm=size(mati);
+        varsizes=[varsizes;sm];
+        bigVector=[bigVector;matrix(mati,-1,1)];
+
+    end
+endfunction
diff --git a/modules/optimization/macros/lmisolver.bin b/modules/optimization/macros/lmisolver.bin
new file mode 100755
index 000000000..9831ad689
--- /dev/null
+++ b/modules/optimization/macros/lmisolver.bin
diff --git a/modules/optimization/macros/lmisolver.sci b/modules/optimization/macros/lmisolver.sci
new file mode 100755
index 000000000..208b7a0ec
--- /dev/null
+++ b/modules/optimization/macros/lmisolver.sci
@@ -0,0 +1,456 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) INRIA
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+//
+function [%Xlist,%OPT]=lmisolver(%Xinit,%evalfunc,%options)
+    %OPT=[];%Xlist=list();
+    [LHS,RHS]=argn(0);
+
+    if RHS < 2 then
+        error(msprintf(_("%s: Wrong number of input arguments: %d to %d expected.\n"),"lmisolver",2,3))
+    end
+
+    if RHS==2 then
+        %Mb = 1e3;%ato = 1e-10;%nu = 10;%mite = 100;%rto = 1e-10;
+    else
+        %Mb=%options(1);%ato=%options(2);%nu=%options(3);%mite=%options(4);%rto=%options(5);
+    end
+
+    %to=1e-5
+    %tol=1e-10
+
+    [%Xinit,%ind_X]=aplat(%Xinit);
+
+    %dim_X=[]
+    for %ia=1:size(%Xinit)
+        %dim_X=[%dim_X;size(%Xinit(%ia))]
+    end
+
+    %x0=list2vec(%Xinit);
+    %nvars=size(%x0,"*")
+
+    //Testing feasibility of initial guess
+    [%E,%I,%O]=%evalfunc(vec2list(%x0,%dim_X,%ind_X));
+    if size(%O,"*")==0 then //only feasible point is searched
+        if lmicheck(aplat(%E),aplat(%I)) then
+            %Xlist=vec2list(%x0,%dim_X,%ind_X);
+            lmisolvertrace(msprintf(_("%s: initial guess is feasible."),"lmisolver"));
+            // only feasibility claimed and given initial value is feasible, so
+            // there in nothoting to do!
+            return;
+        end
+    end
+
+
+    //Construction of canonical representation:
+    //A first transformation is applied to form explicit linear equations:
+    // LMIs Hj(X1,X2,...,XN) > 0  gives I0 + I1*x1+...+In*xn >0
+    // LMEs Gi(X1,X2,...,XN)=0    gives E0 + E1*x1+...+En*xn =0
+    // Obj   O(X1,X2,...,XN)      gives O0 + O1*x1+...+On*xn
+    // where Fi, Ci are matrices and fi scalars this is done using the
+    // cannonical basis for the vector space of {X1,X2,...,XN}. The xi i=1..n are
+    // the unknown components for this cannonical basis
+
+    // A second transformation I0v=I0(:); Iiv=Fi(:) ;
+    //                         E0v=V0(:); Eiv=Ei(:) ;
+    // allows to rewrite the LMIs as I0v+I*X, the LMEs as E0v+E*X;
+    // and the Objective as O0+O*X
+    // where
+    // X is a column vector of all undknowns
+    // I=[I1v, ..., Inv]
+    // E=[E1v, ..., Env]
+    // O=[O1, ...,  On]
+    // allows to rewrite
+
+    //compute affine parts of LME LMI and OBJ
+    [%E0,%I0,%O0]=%evalfunc(vec2list(zeros(%nvars,1),%dim_X,%ind_X));
+
+    %E0v=list2vec(aplat(%E0));
+    %I0=aplat(%I0);
+    %O0v=list2vec(aplat(%O0));
+
+    %blck_szs=[];
+    for %lmii=%I0
+        [%mk,%mk]=size(%lmii);%blck_szs=[%blck_szs,%mk]
+    end
+    %blck_szs=%blck_szs(find(%blck_szs~=0));
+    [%I0v,%dim_I]=list2vec(%I0);
+
+
+    %E=[];%I=[];%O=[];
+
+    lmisolvertrace(msprintf(_("%s: Construction of canonical representation."),"lmisolver"));
+    %spI0=sparse(%I0v); //the sparse representation of F0
+    %spE0=sparse(%E0v); //the sparse representation of C0
+    %lX=size(%Xinit)
+
+    %XZER=%Xinit
+    for %ka=1:%lX
+        %XZER(%ka)=sparse(0*%Xinit(%ka));
+    end
+    //construct a generators for LMI, LME and Obj ranges using a cannonical
+    //basis for {X1, ..., Xn}
+    for  %ja=1:%lX //loop on matrices Xi
+        %row=%dim_X(%ja,1)
+        %coll=%dim_X(%ja,2)
+        for %ca=1:%coll //loop on columns of Xi
+            for %ra=1:%row  //loop on rows of Xi
+                //set the cannonical basis vector
+                %XZER(%ja)(%ra,%ca)=1;
+
+                //compute LME LMI and OBJ component for this base vector
+                [%Ei,%Ii,%Oi]=%evalfunc(recons(%XZER,%ind_X));
+                //transform into sparse column vectors
+                %Eiv=splist2vec(%Ei)-%spE0;
+                %Iiv=splist2vec(%Ii)-%spI0;
+                //assemble the matrices
+                %E=[%E,%Eiv];
+                %I=[%I,%Iiv];
+                %O=[%O,%Oi-%O0];
+
+                //reset XZER to zero
+                %XZER(%ja)(%ra,%ca)=0;
+            end
+        end
+    end
+    clear %spI0 %spE0
+    // all the LMIs may be generated by %I*X   + %I0v
+    //     the LMEs may be generated by %E*X  + %E0v
+    //     the OBJs may be generated by %O*X + %O0
+    // for any column vector X
+
+
+
+    if size(%E,"*")==0 then
+        %kerE=speye(%nvars,%nvars);
+    else
+        lmisolvertrace(msprintf(_("%s: Basis Construction."),"lmisolver"));
+        //reduce the LMEs: all X solution of %E*X  + %E0v can be written
+        //  X=X0+ker(%E)*W
+        //where
+        //  X0 is a X such that  %E*X  + %E0v=0
+        //and
+        //  W is arbitrary (the new unknown)
+
+        [%x0,%kerE]=linsolve(%E,%E0v,%x0);
+        clear %E
+        //now %kerE contains the kernel
+    end
+    // all the LMIs may then be generated by %I*(X0+ker(%E)*W) + %I0v
+    //     the LMEs                       by %E*(X0+ker(%E)*W) + %E0v
+    //     the OBJs                       by %O*(X0+ker(%E)*W) + %O0
+    %I0v=%I0v+%I*%x0;
+    %I=%I*%kerE;
+    %O0=%O0+%O*%x0;
+    %O=%O*%kerE;
+    clear %E
+    //with this updated notations
+    // all the LMIs may then be generated by %I*W   + %I0v
+    //     the OBJs                       by %O*W + %O0
+    // The initial unknown may be  obtained by X=%x0+%kerE*W
+
+    if %blck_szs == [] then
+        // is objective constant on LME constraint set, Xinit is feasible
+        if max(abs(%O+0)) < %to then
+            lmisolvertrace(msprintf(_("%s: Objective constant."),"lmisolver"));
+            %Xlist=vec2list(%x0,%dim_X,%ind_X);
+            %Xopt=%O0;
+            return
+        else
+            error(msprintf(_("%s: solution unbounded."),"lmisolver"));
+        end
+    end
+
+    [%fm,%m]=size(%I);
+    //Testing well-posedness
+    if %fm<%m then
+        error(msprintf(_("%s: Ill-posed problem. Number of unknowns (%s) > number of constraints (%s)"),"lmisolver",%m,%fm));
+    end
+
+
+    //Testing rank deficiency
+    if size(%I,"*")<>0 then
+
+        [%ptr,%rk]=lufact([%I spzeros(%fm,%fm-%m)]',[%tol,0.001]);
+        if %rk<%m then
+            [%P,%L,%U,%Q]=luget(%ptr);%L=[];%U=[];%Q=[];
+            %P=%P';%P=%P(1:%rk,1:%m)';
+            warning(msprintf(_("%s: rank deficient problem"),"lmisolver"));
+            ludel(%ptr);
+            //Testing to see if linobj is in the range of F_is
+            if size(%O,"*") <> 0 then
+                [%ptr,%rk2]=lufact([[%I;%O] spzeros(%fm+1,%fm+1-%m)]',[%tol,0.001]);
+                ludel(%ptr);
+                if %rk<%rk2 then
+                    error(msprintf(_("%s: solution unbounded."),"lmisolver"));
+                end
+            end
+            %O=%O*%P
+            %I=%I*%P;
+            %kerE=%kerE*%P;
+            %m=%rk;
+            %P=[];
+
+        end
+    end
+
+    //Testing to see if solution or the LMI value is unique
+    if size(%I,"*")==0 then //the LMI reduces to %I0 >0
+        //checking positiveness of  %I0
+        if ~lmicheck(list(),vec2list(%I0v,%dim_I))
+            error(msprintf(_("%s: not feasible or badly defined problem."),"lmisolver"));
+        else
+            %Xlist=vec2list(%x0,%dim_X,%ind_X);
+            return;
+        end
+    end
+
+    //Testing feasibility of initial guess
+    //are LMIs positive?
+    [ok,%sm]=lmicheck(list(),vec2list(%I0v,%dim_I))
+
+    if ok&size(%O,"*")==0 then
+        //LMIs are positive, problem is feasible, return
+        %Xlist=vec2list(%x0,%dim_X,%ind_X);
+        return;
+    end
+
+    %M=%Mb*norm([%I0v,%I],1)
+
+
+    if ~(%sm>%to) then
+        //given initial point is not feasible. Look for a feasible initial point.
+        lmisolvertrace(msprintf(_("%s:     FEASIBILITY PHASE."),"lmisolver"));
+
+        // mineigI is the smallest eigenvalue of I0
+        %mineigI=min(real(flat_block_matrix_eigs(%I0v,%blck_szs)))
+
+        // Id is the identity
+        %Id = build_flat_identity(%blck_szs)
+        if (%M < %Id'*%I0v+1e-5),
+            error(msprintf(_("%s: Mbound too small."),"lmisolver"));
+        end;
+
+        // initial x0
+        %x00 = [zeros(%m,1); max(-1.1*%mineigI, 1e-5)];
+
+        //Compute  Z0  the projection of Id on the space Tr Ii*Z = 0
+
+        %Z0=%Id-%I*(%I\%Id);
+        if %f then
+            //check: trace(Ii*Z0) = 0 <=> %Id'*%Z0= 0
+            %I'*%Z0
+        end
+        //compute  mineigZ is the smallest eigenvalue of Z0
+        %mineigZ=min(real(flat_block_matrix_eigs(%Z0,%blck_szs)));
+        %ka=sum(%blck_szs.^2);
+        %Z0(%ka+1) = max( -1.1 *%mineigZ, 1e-5 );  // z
+        %Z0(1:%ka) = %Z0(1:%ka) + %Z0(%ka+1)*%Id;
+        %Z0 = %Z0 / (%Id'*%Z0(1:%ka));    // make Tr Z0 = 1
+
+        if %f then //for checking semidef
+            Z=sysdiag(matrix(%Z0(1:16),4,-1),%Z0(17))
+            F0=full(sysdiag(matrix(%I0v,4,-1), %M-%Id'*%I0v));
+            for i=1:10,
+                Fi=full(sysdiag(matrix(%I(:,i),4,-1),-%Id'*%I(:,i)));
+                mprintf("i=%d %e\n",i,abs(trace(Fi*Z)-%c(i)));
+            end
+            F11=sysdiag(matrix(%Id,4,-1),0);
+            mprintf("i=%d %e\n",11,abs(trace(F11*Z)-%c(11)))
+
+        end
+
+        //Pack Z0 and I
+        %Z0=pack(%Z0,[%blck_szs,1]);
+
+        %temp=full(pack([%I0v,        %I,       %Id;
+        %M-%Id'*%I0v, -%Id'*%I, 0   ],[%blck_szs,1]));
+        %c=[zeros(%m,1); 1];
+
+        [%xi,%Z0,%ul,%info]=semidef(%x00,%Z0,%temp,[%blck_szs,1],%c,[%nu,%ato,-1,0,%mite]);
+        %temp=[];
+        %xi=%xi(1:%m);
+
+        select %info(1)
+        case 1
+            error(msprintf(_("%s: Max. iters. exceeded."),"lmisolver"))
+        case 2 then
+            lmisolvertrace(msprintf(_("%s: Absolute accuracy reached."),"lmisolver"))
+        case 3 then
+            lmisolvertrace(msprintf(_("%s: Relative accuracy reached."),"lmisolver"))
+        case 4 then
+            lmisolvertrace(msprintf(_("%s: Target value reached."),"lmisolver"))
+        case 5 then
+            error(msprintf(_("%s: Target value not achievable."),"lmisolver"))
+        else
+            warning(msprintf(_("%s: No feasible solution found."),"lmisolver"))
+        end
+
+
+        if %info(2) == %mite then
+            error(msprintf(_("%s: max number of iterations exceeded."),"lmisolver"));
+        end
+        if (%ul(1) > %ato) then
+            error(msprintf(_("%s: No feasible solution exists."),"lmisolver"));
+        end
+        //       if (%ul(1) > 0) then %I0v=%I0v+%ato*%Id;end
+
+        lmisolvertrace(msprintf(_("%s: feasible solution found."),"lmisolver"));
+
+    else
+
+        lmisolvertrace(msprintf(_("%s: Initial guess feasible."),"lmisolver"));
+        %xi=zeros(%m,1);
+    end
+
+
+    if size(%O,"*")<>0 then
+
+        lmisolvertrace(msprintf(_("%s:       OPTIMIZATION PHASE.") ,"lmisolver"));
+
+        %M = max(%M, %Mb*sum(abs([%I0v,%I]*[1; %xi])));
+
+        // Id is the identity
+        %Id = build_flat_identity(%blck_szs)
+        // M must be greater than trace(F(x0))   for bigM.sci
+        [%ptr,%rkA]=lufact(%I'*%I,[%tol,0.001]);
+        %Z0=lusolve(%ptr,full(%I'*%Id-%O'));
+        %Z0=%Id-%I*%Z0;
+        ludel(%ptr)
+
+        //check: trace(Ii*Z0) = c <=> %I(:,k)'*%Z0= %O(k) (k = 1:m)
+        // mineigZ is the smallest eigenvalue of Z0
+        %mineigZ=min(real(flat_block_matrix_eigs(%Z0,%blck_szs)))
+        %ka=sum(%blck_szs.^2);
+        %Z0(%ka+1) = max(1e-5, -1.1*%mineigZ);
+        %Z0(1:%ka) = %Z0(1:%ka) + %Z0(%ka+1)*%Id;
+
+        if (%M < %Id'*[%I0v,%I]*[1;%xi] + 1e-5),
+            error(msprintf(_("%s: M must be strictly greater than trace of F(x0)."),"lmisolver"));
+        end;
+
+
+        // add scalar block Tr F(x) <= M
+
+        %blck_szs = [%blck_szs,1];
+
+        temp=full(pack([%I0v,          %I;
+        %M-%Id'*%I0v, -%Id'*%I],%blck_szs));
+
+        [%xopt,%z,%ul,%info]=semidef(%xi,pack(%Z0,%blck_szs),temp,%blck_szs,full(%O),[%nu,%ato,%rto,0.0,%mite]);
+        clear temp
+        if %info(2) == %mite then
+            warning(msprintf(_("%s: max number of iterations exceeded, solution may not be optimal"),"lmisolver"));
+        end;
+        if sum(abs([%I0v,%I]*[1; %xopt])) > 0.9*%M then
+            lmisolvertrace(msprintf(_("%s: may be unbounded below"),"lmisolver"));
+        end;
+        if %xopt<>[]&~(%info(2) == %mite) then
+            lmisolvertrace(msprintf(_("%s: optimal solution found"),"lmisolver"));
+        else %xopt=%xi;
+        end
+    else
+        %xopt=%xi;
+    end
+
+    %Xlist=vec2list((%x0+%kerE*%xopt),%dim_X,%ind_X);
+    %OPT=%O0+%O*%xopt;
+endfunction
+
+
+function [bigVector]=splist2vec(li)
+    //li=list(X1,...Xk) is a list of matrices
+    //bigVector: sparse vector [X1(:);...;Xk(:)] (stacking of matrices in li)
+    bigVector=[];
+    li=aplat(li)
+    for mati=li
+        sm=size(mati);
+        bigVector=[bigVector;sparse(matrix(mati,prod(sm),1))];
+    end
+
+endfunction
+
+function [A,b]=spaff2Ab(lme,dimX,D,ind)
+    //Y,X,D are lists of matrices.
+    //Y=lme(X,D)= affine fct of Xi's;
+    //[A,b]=matrix representation of lme in canonical basis.
+    [LHS,RHS]=argn(0)
+    select RHS
+    case 3 then
+        nvars=0;
+        for k=dimX'
+            nvars=nvars+prod(k);
+        end
+        x0=zeros(nvars,1);
+        b=list2vec(lme(vec2list(x0,dimX),D));
+        A=[];
+        for k=1:nvars
+            xi=x0;xi(k)=1;
+            A=[A,sparse(list2vec(lme(vec2list(xi,dimX),D))-b)];
+        end
+
+    case 4 then
+        nvars=0;
+        for k=dimX'
+            nvars=nvars+prod(k);
+        end
+        x0=zeros(nvars,1);
+        b=list2vec(lme(vec2list(x0,dimX,ind),D));
+        A=[];
+        for k=1:nvars
+            xi=x0;xi(k)=1;
+            A=[A,sparse(list2vec(lme(vec2list(xi,dimX,ind),D))-b)];
+        end
+    end
+endfunction
+
+function lmisolvertrace(txt)
+    mprintf("%s\n",txt)
+endfunction
+
+
+function [ok,%sm,%nor]=lmicheck(E,I)
+
+    //checking positiveness of the LMI
+    %sm=100;
+    for %w=I
+        if %w~=[] then
+            s=min(real(spec(%w)))
+            %sm=min(%sm,s)
+        end
+    end
+    ok=%sm>=-%tol
+
+    //Checking norm of the LME
+    %nor=0
+    for %w=E
+        if %w~=[] then
+            n=norm(%w,1)
+            %nor=max(%nor,n)
+        end
+    end
+
+    ok=%sm>=-%tol & %nor<%tol
+endfunction
+function e=flat_block_matrix_eigs(V,blck_szs)
+    //  Computes the eigenvalues of each block of a flatten block matrix
+    ka=0; e=[];
+    for n=matrix(blck_szs,1,-1)
+        e=[e;spec(matrix(V(ka+[1:n^2]),n,n))]
+        ka=ka+n^2;
+    end;
+endfunction
+
+function Id = build_flat_identity(blck_szs)
+    //build a flat representation of a block identity matrix
+    ka=0;
+    for n=matrix(blck_szs,1,-1)
+        Id(ka+[1:n^2]) = matrix(eye(n,n),-1,1);   // identity
+        ka=ka+n^2;
+    end;
+endfunction
diff --git a/modules/optimization/macros/lmitool.bin b/modules/optimization/macros/lmitool.bin
new file mode 100755
index 000000000..5ebafffe6
--- /dev/null
+++ b/modules/optimization/macros/lmitool.bin
diff --git a/modules/optimization/macros/lmitool.sci b/modules/optimization/macros/lmitool.sci
new file mode 100755
index 000000000..09dfea957
--- /dev/null
+++ b/modules/optimization/macros/lmitool.sci
@@ -0,0 +1,206 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) INRIA
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+//
+function [txtdo]=lmitool(PROBNAME,XNAME,DNAME)
+    [LHS,RHS]=argn(0);
+    txtdo=[]
+
+    if or(RHS == [0 2]) then
+        error(msprintf(_("%s: Wrong number of input arguments: %d or %d expected.\n"),"lmitool",1,3))
+    end
+
+    if RHS == 1 then
+        messagebox([gettext("Welcome to LMITOOL");"      ";"   ";
+        gettext("LMITOOL is a Scilab package for LMI optimization");
+        "            ";
+        "           ";
+        gettext("It can solve the following problem");
+        "                 ";
+        gettext("   minimize  f(X1,...,XM)  ");
+        gettext("subject to the LME constraints: ");
+        gettext("   Gi(X1,...,XM)=0,  i=1,2,...,p,");
+        gettext("and the LMI constraints:  ");
+        gettext("   Hj(X1,...,XM)>=0,  j=1,2,...,q.");
+        "              ";
+        gettext("where");
+        gettext("X1,...,XM are unknown real matrices, referred to as the unknown matrices,");
+        gettext("f is the objective function, a linear scalar function of the entries of the X''s,");
+        gettext("Gi''s are affine matrix functions of the entries of the X''s,");
+        gettext("Hj''s are affine symmetric matrix functions of the entries of the X''s.");
+        "            ";
+        gettext("These functions are parameterized by the entries of known data matrices D1,...,DN.");
+        "        ";
+        gettext("For a detailed description and examples consult: ");
+        gettext("          ''LMITOOL: a Package for LMI Optimization in Scilab, User''s Guide'' ");
+        "          ";
+        gettext("LMITOOL uses Semidefinite Programming package SP developed by L. Vandenberghe and S. Boyd.")],"modal","scilab");
+
+        tt=read(PROBNAME,-1,1,"(a)");
+        tt=stripblanks(tt);
+        mat=str2vec(tt);
+        [q1,p1]=find(mat'=="[");
+        [q2,p2]=find(mat'=="]");
+        XNAME1=mat(p1(1),q1(1)+1:q2(1)-1);
+        XNAME1=strcat(XNAME1);
+        [q1,p1]=find(mat'=="(");
+        [q2,p2]=find(mat'==")");
+        DNAME1=mat(p1(1),q1(1)+1:q2(1)-1);
+        DNAME1=strcat(DNAME1);
+        [q2,p2]=find(mat'=="=");
+        PROBNAME1=mat(p2(1),q2(1)+1:q1(1)-1);
+        PROBNAME1=strcat(PROBNAME1);
+
+        labels=[gettext("LMI problem name: ");gettext("Names of unknown matrices: "); ...
+        gettext("Names of data matrices: ")];
+        [ok,PROBNAME,XNAME,DNAME]=getvalue([gettext("Problem definition");
+        gettext("LMITOOL will generate a skeleton of the functions needed");
+        gettext(" (see User''s Guide for details). For that, you need to specify:");
+        gettext("1- Name of your problem which will be given to the solver function,");
+        gettext("2- Names of unknown matrices or list of unknown matrices,");
+        gettext("3- Names of data matrices or list of data matrices.")], labels', ...
+        list("str",1,"str",1,"str",1), ...
+        [PROBNAME1, XNAME1, DNAME1]);
+        if ok==%f then
+            txtdo=gettext("Try again");
+            return;
+        end
+    end
+
+    PROBNAME=stripblanks(PROBNAME);
+    XNAME=stripblanks(XNAME);
+    DNAME=stripblanks(DNAME);
+
+    pathname=pwd();
+
+    fname = pathname+filesep()+PROBNAME+".sci";
+
+    txt0="function ["+XNAME+"]="+PROBNAME+"("+DNAME+")"
+    txt0=[txt0;"/"+"/ Generated by lmitool on ";"  "];
+
+    txt0=[txt0;
+    "  Mbound = 1e3;";
+    "  abstol = 1e-10;";
+    "  nu = 10;";
+    "  maxiters = 100;";
+    "  reltol = 1e-10;";
+    "  options=[Mbound,abstol,nu,maxiters,reltol];"
+    "   "]
+
+    nv=length(XNAME);
+    index_commas=[];
+    for k=1:nv
+        if part(XNAME,k)=="," then index_commas=[index_commas,k],end
+    end
+    vnum = length(index_commas)+1;
+    index_commas = [0 index_commas length(XNAME)+1];
+
+    txt1=[];txt2=[];
+    for i = 1:vnum,
+        vname = part(XNAME,index_commas(i)+1:index_commas(i+1)-1);
+        if RHS<>1 then
+            txt1 = [txt1;
+            vname+"_init=..."]
+        end
+        txt2=[txt2,vname+"_init"];
+    end
+
+    txts1=["function [LME,LMI,OBJ]="+PROBNAME+"_eval(XLIST)";
+    "["+XNAME+"]=XLIST(:)"]
+    if RHS ~= 1 then
+        txts2=["LME=...";"LMI=...";"OBJ=..."]
+    else
+        [p,q]=size(mat);
+        ind=[]
+        for i=1:p
+            if mat(i,2:7)==["/","/","/","/","/","/"]  then
+                ind=[ind i];
+            end
+        end
+        if size(ind,"*")<>4 then
+            error(gettext("File not generated by lmitool or badly modified."));
+        end
+        txt1=[];
+        for i=ind(1)+1:ind(2)-1
+            txt1=[txt1;strcat(mat(i,:))];
+        end
+        txts2=[];
+        for i=ind(4)+1:p
+            txts2=[txts2;strcat(mat(i,:))];
+        end
+    end
+
+    sep11="///////////DEFINE INITIAL GUESS AND PRELIMINARY CALCULATIONS BELOW"
+    sep12="/////////// "
+    sep13="/////////////////DEFINE LME, LMI and OBJ BELOW"
+    sep2="/////////////////EVALUATION FUNCTION////////////////////////////"
+
+    txt2=[
+    "XLIST0=list("+strcat(txt2,",")+")";
+    "XLIST=lmisolver(XLIST0,"+PROBNAME+"_eval,options)";
+    "["+XNAME+"]=XLIST(:)"];
+
+    txt4=[txt0;sep11;txt1;sep12;" ";txt2;" ";" ";" ";...
+    sep2;" ";txts1;" ";sep13;txts2];
+
+    if RHS==0|RHS==1 then
+        [txt4]=x_dialog([gettext("Function definitions: ");
+        gettext("Here is a skeleton of the functions you should edit.");
+        gettext("You can edit in this window or click on ''ok''.");
+        gettext("Save and edit the skeleton later through your favorite editor.")],[txt4]);
+    end
+    if txt4==[] then txtdo="Try again";return;end
+    txt=[txt4];
+    n=1;
+    if RHS<>3 then
+
+        fname=x_dialog([gettext("Name of the file where to save the solver function");
+        gettext("and the evaluation function");
+        gettext("(Will overwrite if a file with the same name already exists).")],[fname+"                "])
+        fname=stripblanks(fname);
+    else
+        messagebox(gettext("functions saved in ")+fname',"modal","info");
+    end
+    if fname<>[] then
+        deletefile(fname)
+        write(fname,txt)
+    else
+        return
+    end
+
+    // Tell the user what to do:
+    if RHS==0|RHS==1 then
+        txtdo = ["    To solve your problem, you need to ";
+        "1- load your functions using the command:";
+        "   exec(''"+fname'+"'')";
+        "2- Define "+DNAME+" and call function "+PROBNAME+" as follows:";
+        "  "+"["+XNAME+"]="+PROBNAME+"("+DNAME+")";
+        "           Good luck! ";
+        "To check the result, use [LME,LMI,OBJ]="+PROBNAME+"_eval(list("+XNAME+"))"]
+
+        messagebox(txtdo,"modal","info");return
+    end
+    if RHS==3 then
+        txtdo = [gettext("    To solve your problem, you need to ");
+        gettext("1- edit file ")+fname
+        gettext("2- load (and compile) your functions:");
+        "   exec(''"+fname'+"'')";
+        gettext("3- Define ")+DNAME+gettext(" and call ")+PROBNAME+gettext(" function:");
+        "  "+"["+XNAME+"]="+PROBNAME+"("+DNAME+")";
+        gettext("To check the result, use [LME,LMI,OBJ]=")+PROBNAME+"_eval(list("+XNAME+"))"]
+    end
+
+endfunction
+function [vec]=str2vec(str)
+    w=length(str);
+    [p,q]=size(w);ma=max(w);
+    vec=[];
+    for i=1:ma
+        vec=[vec part(str,i)]
+    end
+endfunction
diff --git a/modules/optimization/macros/names b/modules/optimization/macros/names
new file mode 100755
index 000000000..a01147900
--- /dev/null
+++ b/modules/optimization/macros/names
@@ -0,0 +1,20 @@
+%mps_p
+%mps_string
+NDcost
+aplat
+bvodeS
+datafit
+derivative
+karmarkar
+leastsq
+list2vec
+lmisolver
+lmitool
+numderivative
+numdiff
+pack
+pencost
+qpsolve
+recons
+unpack
+vec2list
diff --git a/modules/optimization/macros/neldermead/%TNELDER_p.bin b/modules/optimization/macros/neldermead/%TNELDER_p.bin
new file mode 100755
index 000000000..8202074ff
--- /dev/null
+++ b/modules/optimization/macros/neldermead/%TNELDER_p.bin
diff --git a/modules/optimization/macros/neldermead/%TNELDER_p.sci b/modules/optimization/macros/neldermead/%TNELDER_p.sci
new file mode 100755
index 000000000..a17001fe2
--- /dev/null
+++ b/modules/optimization/macros/neldermead/%TNELDER_p.sci
@@ -0,0 +1,22 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// %TNELDER_p --
+//   Prints the string containing the nelder mead component.
+//
+function %TNELDER_p ( this )
+    str = string ( this )
+    srows = size(str,"r")
+    for i = 1 : srows
+        mprintf("%s\n",str(i))
+    end
+endfunction
+
+
diff --git a/modules/optimization/macros/neldermead/%TNELDER_string.bin b/modules/optimization/macros/neldermead/%TNELDER_string.bin
new file mode 100755
index 000000000..c81b4b2f6
--- /dev/null
+++ b/modules/optimization/macros/neldermead/%TNELDER_string.bin
diff --git a/modules/optimization/macros/neldermead/%TNELDER_string.sci b/modules/optimization/macros/neldermead/%TNELDER_string.sci
new file mode 100755
index 000000000..f80856a6d
--- /dev/null
+++ b/modules/optimization/macros/neldermead/%TNELDER_string.sci
@@ -0,0 +1,167 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// %TNELDER_string --
+//   Returns the string containing the Nelder-Mead component.
+//
+function str = %TNELDER_string ( this )
+    str = []
+    k = 1
+    str(k) = sprintf("Nelder-Mead Object:\n")
+    k = k + 1
+    str(k) = sprintf("======================")
+    k = k + 1
+    str(k) = ""
+    k = k + 1
+    str(k) = sprintf("Simplex0 Method : %s\n", string(this.simplex0method));
+    k = k + 1
+    str(k) = sprintf("Simplex0 Length : %s\n", string(this.simplex0length));
+    k = k + 1
+    str(k) = sprintf("Simplex0, Pfeffer, Delta Usual : %s\n", string(this.simplex0deltausual));
+    k = k + 1
+    str(k) = sprintf("Simplex0, Pfeffer, Delta Zero : %s\n", string(this.simplex0deltazero));
+    k = k + 1
+    str(k) = sprintf("Simplex0, Given, Coords :\n");
+    if ( this.coords0 == [] ) then
+        k = k + 1
+        str(k) = sprintf("[]\n");
+    else
+        nbve = size(this.coords0,"r")
+        for i = 1 : nbve
+            k = k + 1
+            str(k) = sprintf("%s\n" , _tostring(this.coords0(i,:)));
+        end
+    end
+    /////////////////////////////////////////////////////
+    // Termination
+    k = k + 1
+    str(k) = sprintf("\n");
+    k = k + 1
+    str(k) = sprintf("Termination parameters\n");
+    k = k + 1
+    str(k) = sprintf("Termination on simplex size : %s\n", string(this.tolsimplexizemethod));
+    k = k + 1
+    str(k) = sprintf("Termination on simplex size, Absolute Tolerance : %s\n", string(this.tolsimplexizeabsolute));
+    k = k + 1
+    str(k) = sprintf("Termination on simplex size, Relative Tolerance : %s\n", string(this.tolsimplexizerelative));
+    k = k + 1
+    str(k) = sprintf("Termination on simplex size, Initial Simplex Size : %s\n", string(this.simplexsize0));
+    k = k + 1
+    str(k) = sprintf("Termination on simplex size + Delta of function value : %s\n", string(this.tolssizedeltafvmethod));
+    k = k + 1
+    str(k) = sprintf("Termination on simplex size + Delta of function value, Absolute Tolerance on Delta F : %s\n", string(this.toldeltafv));
+    k = k + 1
+    str(k) = sprintf("Termination on Kelley''s Stagnation : %s\n", string(this.kelleystagnationflag));
+    k = k + 1
+    str(k) = sprintf("Termination on Kelley''s Stagnation, Normalization : %s\n", string(this.kelleynormalizationflag));
+    k = k + 1
+    str(k) = sprintf("Termination on Kelley''s Stagnation, Alpha0 : %s\n", string(this.kelleystagnationalpha0));
+    k = k + 1
+    str(k) = sprintf("Termination on Kelley''s Stagnation, Alpha : %s\n", string(this.kelleyalpha));
+    k = k + 1
+    str(k) = sprintf("Termination by Box : %s\n", string(this.boxtermination));
+    k = k + 1
+    str(k) = sprintf("Termination by Box, Absolute Tolerance on Function: %s\n", string(this.boxtolf));
+    k = k + 1
+    str(k) = sprintf("Termination by Box, Maximum Number of Consecutive Match : %s\n", string(this.boxnbmatch));
+    k = k + 1
+    str(k) = sprintf("Termination by Box, Current Number of Consecutive Match : %s\n", string(this.boxkount));
+    k = k + 1
+    str(k) = sprintf("Termination on Variance : %s\n", string(this.tolvarianceflag));
+    k = k + 1
+    str(k) = sprintf("Termination on Variance, Absolute Tolerance : %s\n", string(this.tolabsolutevariance));
+    k = k + 1
+    str(k) = sprintf("Termination on Variance, Relative Tolerance : %s\n", string(this.tolrelativevariance));
+    k = k + 1
+    str(k) = sprintf("Termination on Variance, Variance of Initial Simplex : %s\n", string(this.variancesimplex0));
+    /////////////////////////////////////////////////////
+    // Algorithm parameters
+    k = k + 1
+    str(k) = sprintf("\n");
+    k = k + 1
+    str(k) = sprintf("Algorithms parameters\n");
+    k = k + 1
+    str(k) = sprintf("Method : %s\n", string(this.method));
+    k = k + 1
+    str(k) = sprintf("Reflection Factor (rho) : %s\n", string(this.rho));
+    k = k + 1
+    str(k) = sprintf("Expansion Factor (chi) : %s\n", string(this.chi));
+    k = k + 1
+    str(k) = sprintf("Contraction Factor (gamma) : %s\n", string(this.gamma));
+    k = k + 1
+    str(k) = sprintf("Shrinkage Factor (sigma) : %s\n", string(this.sigma));
+    k = k + 1
+    str(k) = sprintf("Kelley Stagnation : %s\n", string(this.kelleystagnationflag));
+    k = k + 1
+    str(k) = sprintf("Restart Epsilon : %s\n", string(this.restarteps));
+    k = k + 1
+    str(k) = sprintf("Restart Step : %s\n", _strvec(this.restartstep));
+    k = k + 1
+    str(k) = sprintf("Restart Maximum : %d\n", this.restartmax);
+    k = k + 1
+    str(k) = sprintf("Restart Simplex Method : %s\n", string(this.restartsimplexmethod));
+    k = k + 1
+    str(k) = sprintf("Restart Flag : %s\n", string(this.restartflag));
+    k = k + 1
+    str(k) = sprintf("Restart Number : %s\n", string(this.restartnb));
+    k = k + 1
+    str(k) = sprintf("Restart Detection Method : %s\n", string(this.restartdetection));
+    k = k + 1
+    str(k) = sprintf("Startup Flag : %s\n", string(this.startupflag));
+    k = k + 1
+    str(k) = sprintf("Automatic Checking of Cost Function : %s\n", string(this.checkcostfunction));
+    k = k + 1
+    str(k) = sprintf("Box, Number of Points  : %s\n", string(this.boxnbpoints));
+    k = k + 1
+    str(k) = sprintf("Box, Current Number of Points  : %s\n", string(this.boxnbpointseff));
+    k = k + 1
+    str(k) = sprintf("Box, Scaling, Factor  : %s\n", string(this.boxineqscaling));
+    k = k + 1
+    str(k) = sprintf("Box, Scaling, Method  : %s\n", string(this.scalingsimplex0));
+    k = k + 1
+    str(k) = sprintf("Box, Scaling, Minimum : %s\n", string(this.guinalphamin));
+    k = k + 1
+    str(k) = sprintf("Box, Bounds Parameter: %s\n", string(this.boxboundsalpha));
+    k = k + 1
+    str(k) = sprintf("Box, Reflection Coefficient : %s\n", string(this.boxreflect));
+    /////////////////////////////////////////////////////
+    // Sub-objects
+    k = k + 1
+    str(k) = "";
+    k = k + 1
+    str(k) = sprintf("optbase: <%s Object>\n", typeof(this.optbase));
+    k = k + 1
+    str(k) = sprintf("simplex0: <%s Object>\n", typeof(this.simplex0));
+    k = k + 1
+    str(k) = sprintf("simplexopt: <%s Object>\n", typeof(this.simplexopt));
+endfunction
+
+//
+// _strvec --
+//  Returns a string for the given vector.
+//
+function str = _strvec ( x )
+    str = strcat(string(x)," ")
+endfunction
+function s = _tostring ( x )
+    if ( x==[] ) then
+        s = "[]"
+    else
+        n = size ( x , "*" )
+        if ( n == 1 ) then
+            s = string(x)
+        else
+            s = "["+strcat(string(x)," ")+"]"
+        end
+    end
+endfunction
+
+
+
diff --git a/modules/optimization/macros/neldermead/%TNMPLOT_p.bin b/modules/optimization/macros/neldermead/%TNMPLOT_p.bin
new file mode 100755
index 000000000..0b71feaa5
--- /dev/null
+++ b/modules/optimization/macros/neldermead/%TNMPLOT_p.bin
diff --git a/modules/optimization/macros/neldermead/%TNMPLOT_p.sci b/modules/optimization/macros/neldermead/%TNMPLOT_p.sci
new file mode 100755
index 000000000..4e2c006ae
--- /dev/null
+++ b/modules/optimization/macros/neldermead/%TNMPLOT_p.sci
@@ -0,0 +1,22 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// %TNMPLOT_p --
+//   Prints the string containing the nelder mead plot component.
+//
+function %TNMPLOT_p ( this )
+    str = string ( this )
+    srows = size(str,"r")
+    for i = 1 : srows
+        mprintf("%s\n",str(i))
+    end
+endfunction
+
+
diff --git a/modules/optimization/macros/neldermead/%TNMPLOT_string.bin b/modules/optimization/macros/neldermead/%TNMPLOT_string.bin
new file mode 100755
index 000000000..9f38f41b5
--- /dev/null
+++ b/modules/optimization/macros/neldermead/%TNMPLOT_string.bin
diff --git a/modules/optimization/macros/neldermead/%TNMPLOT_string.sci b/modules/optimization/macros/neldermead/%TNMPLOT_string.sci
new file mode 100755
index 000000000..8054bd094
--- /dev/null
+++ b/modules/optimization/macros/neldermead/%TNMPLOT_string.sci
@@ -0,0 +1,59 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// %TNMPLOT_string --
+//   Returns the string containing the Nelder-Mead plot component.
+//
+function str = %TNMPLOT_string ( this )
+    str = []
+    k = 1
+    str(k) = sprintf("Nelder-Mead Plot Object:\n")
+    k = k + 1
+    str(k) = sprintf("======================")
+    k = k + 1
+    str(k) = ""
+    k = k + 1
+    str(k) = sprintf("Simplex data file : %s\n", this.simplexfn);
+    k = k + 1
+    str(k) = sprintf("Fbar data file : %s\n", this.fbarfn);
+    k = k + 1
+    str(k) = sprintf("Fopt data file : %s\n", this.foptfn);
+    k = k + 1
+    str(k) = sprintf("Sigma data file : %s\n", this.sigmafn);
+    /////////////////////////////////////////////////////
+    // Nelder Mead Object
+    k = k + 1
+    str(k) = "";
+    k = k + 1
+    str(k) = sprintf("nmbase: <%s Object>\n", typeof(this.nmbase));
+endfunction
+
+//
+// _strvec --
+//  Returns a string for the given vector.
+//
+function str = _strvec ( x )
+    str = strcat(string(x)," ")
+endfunction
+function s = _tostring ( x )
+    if ( x==[] ) then
+        s = "[]"
+    else
+        n = size ( x , "*" )
+        if ( n == 1 ) then
+            s = string(x)
+        else
+            s = "["+strcat(string(x)," ")+"]"
+        end
+    end
+endfunction
+
+
+
diff --git a/modules/optimization/macros/neldermead/fminsearch.bin b/modules/optimization/macros/neldermead/fminsearch.bin
new file mode 100755
index 000000000..9b7522a90
--- /dev/null
+++ b/modules/optimization/macros/neldermead/fminsearch.bin
diff --git a/modules/optimization/macros/neldermead/fminsearch.sci b/modules/optimization/macros/neldermead/fminsearch.sci
new file mode 100755
index 000000000..2b74e8837
--- /dev/null
+++ b/modules/optimization/macros/neldermead/fminsearch.sci
@@ -0,0 +1,329 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// fminsearch --
+//   Emulate the fminsearch command of Matlab.
+//   Search the minimum with Nelder-Mead algorithm.
+//   [x,fval,exitflag,output] = fminsearch(fun,x0,options)
+// Arguments, input
+//   fun : the function to minimize
+//   x0 : a row vector with dimension n where n is the number of parameters
+//        to optimize.
+//        Initial guess for optimization algorithm.
+//  options : an optional struct, as provided by optimset
+//
+function [x,fval,exitflag,output] = fminsearch ( varargin )
+    [lhs,rhs]=argn();
+    if rhs<>2 & rhs<>3 then
+        errmsg = msprintf(gettext("%s: Wrong number of input arguments: %d or %d expected.\n"), "fminsearch", 2,3);
+        error(errmsg)
+    end
+    fun = varargin(1);
+    x0 = varargin(2);
+    // Get x0 and change it into a column vector
+    x0t = size(x0,"*");
+    x0 = matrix(x0,x0t,1);
+    defaultoptions = optimset ("fminsearch");
+    msg="";
+    if rhs==2 then
+        // No options on the command line
+        // Set default values
+        options = defaultoptions;
+    elseif rhs==3 then
+        // One options struc on the command line : use it !
+        options = varargin(3);
+    end
+    // Compute options from the options struct
+    numberofvariables = size(x0,"*");
+    MaxFunEvals = optimget ( options , "MaxFunEvals" , defaultoptions.MaxFunEvals );
+    MaxIter = optimget ( options , "MaxIter" , defaultoptions.MaxIter );
+    TolFun = optimget ( options , "TolFun" , defaultoptions.TolFun );
+    TolX = optimget ( options , "TolX" , defaultoptions.TolX );
+    Display = optimget ( options , "Display" , defaultoptions.Display );
+    OutputFcn = optimget ( options , "OutputFcn" , defaultoptions.OutputFcn );
+    PlotFcns = optimget ( options , "PlotFcns" , defaultoptions.PlotFcns );
+    // If the MaxIter option is a string, we make the assumption that it is the default 200 value.
+    // If not, this is the actual value.
+    if ( type ( MaxIter ) == 10 ) then
+        if ( MaxIter == "200*numberofvariables" ) then
+            MaxIter = 200 * numberofvariables;
+        else
+            errmsg = msprintf(gettext("%s: Unexpected maximum number of iterations %s."), "fminsearch", MaxIter );
+            error(errmsg)
+        end
+    end
+    // If the MaxFunEvals option is a string, this is the default 200 value
+    // If not, this is the actual value.
+    if ( type ( MaxFunEvals ) == 10 ) then
+        if ( MaxFunEvals == "200*numberofvariables" ) then
+            MaxFunEvals = 200 * numberofvariables;
+        else
+            errmsg = msprintf(gettext("%s: Unexpected maximum number of function evaluations %s."), "fminsearch", MaxFunEvals );
+            error(errmsg)
+        end
+    end
+    if ( Display == "iter" ) then
+        mprintf ( "%10s   %10s   %10s %17s\n" , "Iteration", "Func-count" , "min f(x)" , "Procedure" );
+    end
+    //
+    // Check input arguments
+    assert_typecallable ( fun , "costf" , 1)
+    assert_typereal ( x0 , "x0" , 2 );
+    //
+    // Prepare the data structure to pass to the output function
+    fmsdata = tlist(["T_FMINSEARCH"
+    "Display"
+    "OutputFcn"
+    "PlotFcns"
+    ]);
+    fmsdata.Display = Display
+    fmsdata.OutputFcn = OutputFcn
+    fmsdata.PlotFcns = PlotFcns
+    // Prepare the data structure to pass to the cost function
+    fmsfundata = tlist(["T_FMINSEARCH"
+    "Fun"
+    ]);
+    fmsfundata.Fun = fun
+    // Perform Optimization
+    nm = neldermead_new ();
+    nm = neldermead_configure(nm,"-x0",x0);
+    nm = neldermead_configure(nm,"-numberofvariables",numberofvariables);
+    nm = neldermead_configure(nm,"-simplex0method","pfeffer");
+    nm = neldermead_configure(nm,"-simplex0deltausual",0.05);
+    nm = neldermead_configure(nm,"-simplex0deltazero",0.0075);
+    nm = neldermead_configure(nm,"-method","variable");
+    nm = neldermead_configure(nm,"-function",list(fminsearch_function,fmsfundata));
+    nm = neldermead_configure(nm,"-maxiter",MaxIter);
+    nm = neldermead_configure(nm,"-maxfunevals",MaxFunEvals);
+    nm = neldermead_configure(nm,"-tolxmethod",%f);
+    nm = neldermead_configure(nm,"-tolfunmethod",%f);
+    nm = neldermead_configure(nm,"-tolssizedeltafvmethod",%t);
+    nm = neldermead_configure(nm,"-tolsimplexizemethod",%f);
+    nm = neldermead_configure(nm,"-toldeltafv",TolFun);
+    nm = neldermead_configure(nm,"-tolsimplexizeabsolute",TolX);
+    nm = neldermead_configure(nm,"-checkcostfunction",%f);
+    nm = neldermead_configure(nm,"-outputcommand",list(fminsearch_outputfun,fmsdata));
+    //nm = neldermead_configure(nm,"-verbose",1);
+    //nm = neldermead_configure(nm,"-verbosetermination",1);
+    nm = neldermead_search(nm, "off");
+    x = neldermead_get(nm,"-xopt").';
+    fval = neldermead_get(nm,"-fopt");
+    status = neldermead_get(nm,"-status");
+    select status
+    case "maxiter" then
+        if ( ( Display == "notify" ) | ( Display == "iter" ) | ( Display == "final" ) ) then
+            msg = "%s: Exiting: Maximum number of iterations has been exceeded\n" + ...
+            "         - increase MaxIter option.\n" + ...
+            "         Current function value: %s\n"
+            mprintf(gettext(msg) , "fminsearch" , string(fval) )
+        end
+        exitflag = 0;
+    case "maxfuneval" then
+        if ( ( Display == "notify" ) | ( Display == "iter" ) | ( Display == "final" ) ) then
+            msg = "%s: Exiting: Maximum number of function evaluations has been exceeded\n" + ...
+            "          - increase MaxFunEvals option.\n" + ...
+            "         Current function value: %s\n"
+            mprintf(gettext(msg) , "fminsearch" , string(fval) )
+        end
+        exitflag = 0;
+    case "tolsizedeltafv" then
+        exitflag = 1;
+        msg = sprintf("%s\n%s %s\n%s %s", "Optimization terminated:",...
+        " the current x satisfies the termination criteria using OPTIONS.TolX of",...
+        string(TolX),...
+        " and F(X) satisfies the convergence criteria using OPTIONS.TolFun of",...
+        string(TolFun));
+    case "userstop" then
+        msg = sprintf("%s\n%s\n%s", "Optimization terminated:",...
+        " ",...
+        " User Stop");
+        exitflag = -1;
+    else
+        errmsg = msprintf(gettext("%s: Unknown status %s"), "fminsearch", status)
+        error(errmsg)
+    end
+    output = struct(...
+    "algorithm" ,[],...
+    "funcCount" ,[],...
+    "iterations" ,[],...
+    "message" , []);
+    output.algorithm = "Nelder-Mead simplex direct search";
+    output.funcCount = neldermead_get(nm,"-funevals");
+    output.iterations = neldermead_get(nm,"-iterations");
+    output.message = msg;
+    if ( ( Display == "final" ) | ( Display == "iter" ) ) then
+        if ( ( exitflag == 1 ) ) then
+            mprintf( "%s\n" , output.message(1) );
+            mprintf( "%s\n" , output.message(2) );
+            mprintf( "%s\n" , output.message(3) );
+        end
+    end
+    nm = neldermead_destroy(nm);
+endfunction
+//
+// The output function called back by fminsearch
+//
+// Arguments
+//  state : the current state of the algorithm
+//    "init", "iter", "done"
+//  data : the data at the current state
+//    This is a tlist with the following entries:
+//    * x : the optimal vector of parameters
+//    * fval : the minimum function value
+//    * simplex : the simplex, as a simplex object
+//    * iteration : the number of iterations performed
+//    * funccount : the number of function evaluations
+//    * step : the type of step in the previous iteration
+//  fmsdata : this is a tlist which contains specific data of the
+//    fminsearch algorithm
+//    * Display : what to display
+//    * OutputFcn : the array of output functions
+//
+function stop = fminsearch_outputfun ( state , data , fmsdata )
+    //
+    // Compute procedure
+    //
+    select data.step
+    case "init" then
+        if ( data.iteration == 0 ) then
+            procedure = "";
+        else
+            procedure = "initial simplex";
+        end
+    case "done" then
+        procedure = ""
+    case "reflection" then
+        procedure = "reflect"
+    case "expansion" then
+        procedure = "expand"
+    case "insidecontraction" then
+        procedure = "contract inside"
+    case "outsidecontraction" then
+        procedure = "contract outside"
+    case "shrink" then
+        procedure = "shrink"
+    else
+        errmsg = msprintf(gettext("%s: Unknown step %s"), "fminsearch", data.step)
+        error(errmsg)
+    end
+    //
+    // Display a message
+    //
+    if ( fmsdata.Display == "iter" ) then
+        if ( data.step <> "done" ) then
+            mprintf ( "%6s        %5s     %12s         %-20s\n", ...
+            string(data.iteration) , string(data.funccount) , string(data.fval) , procedure )
+        else
+            mprintf ( "\n" )
+        end
+    end
+    //
+    // Process output functions
+    //
+    stop = %f
+    optimValues = struct(...
+    "funccount" ,data.funccount , ...
+    "fval" ,data.fval , ...
+    "iteration" , data.iteration , ...
+    "procedure" , procedure ...
+    );
+    if ( fmsdata.OutputFcn <> [] ) then
+        if ( type ( fmsdata.OutputFcn ) == 13 ) then
+            // The output function is a macro
+            stop = fmsdata.OutputFcn ( data.x , optimValues , state );
+            //
+            // Backward-compatibility: define the stop variable
+            //
+            if ( exists("stop")==0 ) then
+                fms_warnheaderobsolete ( "outputfun(x,optimValues , state )" , "stop=outputfun(x,optimValues , state )", "5.4.1" )
+                stop = %f
+            end
+        elseif ( type ( fmsdata.OutputFcn ) == 15 ) then
+            // The output function is a list of macros
+            for i = 1:length(fmsdata.OutputFcn)
+                stop = fmsdata.OutputFcn(i) ( data.x , optimValues , state );
+            end
+            //
+            // Backward-compatibility: define the stop variable
+            //
+            if ( exists("stop")==0 ) then
+                fms_warnheaderobsolete ( "outputfun(x,optimValues , state )" , "stop=outputfun(x,optimValues , state )", "5.4.1" )
+                stop = %f
+            end
+        else
+            // The user did something wrong...
+            errmsg = msprintf(gettext("%s: The value of the ''OutputFcn'' option is neither a function nor a list."), "fminsearch")
+            error(errmsg)
+        end
+    end
+    // Process plot functions
+    if ( fmsdata.PlotFcns <> [] ) then
+        if ( type ( fmsdata.PlotFcns ) == 13 ) then
+            // The output function is a macro
+            fmsdata.PlotFcns ( data.x , optimValues , state );
+        elseif ( type ( fmsdata.PlotFcns ) == 15 ) then
+            // The output function is a list of macros
+            for i = 1:length(fmsdata.PlotFcns)
+                fmsdata.PlotFcns(i) ( data.x , optimValues , state );
+            end
+        else
+            // The user did something wrong...
+            errmsg = msprintf(gettext("%s: The value of the ''PlotFcns'' option is neither a function nor a list."), "fminsearch")
+            error(errmsg)
+        end
+    end
+endfunction
+//
+// fminsearch_function --
+//   Calls the cost function and make it match
+//   neldermead requirements.
+//
+function [ f , index , fmsfundata ] = fminsearch_function ( x , index , fmsfundata )
+    funtype = typeof(fmsfundata.Fun)
+    if ( funtype == "function" ) then
+        __fminsearch_f__ = fmsfundata.Fun
+        __fminsearch_args__ = list()
+    else
+        __fminsearch_f__ = fmsfundata.Fun(1)
+        __fminsearch_args__ = list(fmsfundata.Fun(2:$))
+    end
+    f = __fminsearch_f__ ( x , __fminsearch_args__(:))
+endfunction
+
+function fms_warnheaderobsolete ( oldheader , newheader , removedVersion )
+    warnMessage = msprintf(_("Calling sequence %s is obsolete."),oldheader)
+    warnMessage = [warnMessage, msprintf(_("Please use %s instead."),newheader)]
+    warnMessage = [warnMessage, msprintf(_("This feature will be permanently removed in Scilab %s"), removedVersion)]
+    warning(warnMessage);
+endfunction
+
+
+function assert_typecallable ( var , varname , ivar )
+    // Check that var is a function or a list
+    if ( and ( type ( var ) <> [11 13 15] ) ) then
+        errmsg = msprintf(gettext("%s: Expected function or list for variable %s at input #%d, but got %s instead."),"assert_typecallable", varname , ivar , typeof(var) );
+        error(errmsg);
+    end
+    if ( type ( var ) == 15 ) then
+        // Check that var(1) is a function
+        if ( and ( type ( var(1) ) <> [11 13] ) ) then
+            errmsg = msprintf(gettext("%s: Expected function for variable %s(1) at input #%d, but got %s instead."),"assert_typecallable", varname , ivar , typeof(var) );
+            error(errmsg);
+        end
+    end
+endfunction
+// Generates an error if the given variable is not of type real
+function assert_typereal ( var , varname , ivar )
+    if ( type ( var ) <> 1 ) then
+        errmsg = msprintf(gettext("%s: Expected real variable for variable %s at input #%d, but got %s instead."),"assert_typereal", varname , ivar , typeof(var) );
+        error(errmsg);
+    end
+endfunction
diff --git a/modules/optimization/macros/neldermead/lib b/modules/optimization/macros/neldermead/lib
new file mode 100755
index 000000000..0cab3f3a4
--- /dev/null
+++ b/modules/optimization/macros/neldermead/lib
diff --git a/modules/optimization/macros/neldermead/names b/modules/optimization/macros/neldermead/names
new file mode 100755
index 000000000..dbaa66016
--- /dev/null
+++ b/modules/optimization/macros/neldermead/names
@@ -0,0 +1,35 @@
+%TNELDER_p
+%TNELDER_string
+%TNMPLOT_p
+%TNMPLOT_string
+fminsearch
+neldermead_cget
+neldermead_configure
+neldermead_costf
+neldermead_defaultoutput
+neldermead_destroy
+neldermead_function
+neldermead_get
+neldermead_log
+neldermead_new
+neldermead_restart
+neldermead_search
+neldermead_updatesimp
+nmplot_cget
+nmplot_configure
+nmplot_contour
+nmplot_destroy
+nmplot_function
+nmplot_get
+nmplot_historyplot
+nmplot_log
+nmplot_new
+nmplot_outputcmd
+nmplot_restart
+nmplot_search
+nmplot_simplexhistory
+optimget
+optimplotfunccount
+optimplotfval
+optimplotx
+optimset
diff --git a/modules/optimization/macros/neldermead/neldermead_cget.bin b/modules/optimization/macros/neldermead/neldermead_cget.bin
new file mode 100755
index 000000000..441788f69
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_cget.bin
diff --git a/modules/optimization/macros/neldermead/neldermead_cget.sci b/modules/optimization/macros/neldermead/neldermead_cget.sci
new file mode 100755
index 000000000..5e5b70823
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_cget.sci
@@ -0,0 +1,111 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+
+//
+// neldermead_cget --
+//   Get the value for the given key.
+//   If the key is unknown, generates an error.
+//
+function value = neldermead_cget (this,key)
+    select key
+    case "-method" then
+        value = this.method;
+    case "-coords0" then
+        value = this.coords0;
+    case "-simplex0method" then
+        value = this.simplex0method;
+    case "-simplex0length" then
+        value = this.simplex0length;
+    case "-simplex0deltausual" then
+        value = this.simplex0deltausual;
+    case "-simplex0deltazero" then
+        value = this.simplex0deltazero;
+    case "-rho" then
+        value= this.rho;
+    case "-chi" then
+        value = this.chi;
+    case "-gamma" then
+        value = this.gamma;
+    case "-sigma" then
+        value = this.sigma;
+    case "-tolsimplexizemethod" then
+        value = this.tolsimplexizemethod;
+    case "-tolsimplexizeabsolute" then
+        value = this.tolsimplexizeabsolute;
+    case "-tolsimplexizerelative" then
+        value = this.tolsimplexizerelative;
+    case "-toldeltafv" then
+        value = this.toldeltafv;
+    case "-tolssizedeltafvmethod" then
+        value = this.tolssizedeltafvmethod;
+    case "-restartmax" then
+        value = this.restartmax;
+    case "-restarteps" then
+        value = this.restarteps;
+    case "-restartstep" then
+        value = this.restartstep;
+    case "-kelleystagnationflag" then
+        value = this.kelleystagnationflag;
+    case "-kelleynormalizationflag" then
+        value = this.kelleynormalizationflag;
+    case "-kelleystagnationalpha0" then
+        value = this.kelleystagnationalpha0;
+    case "-restartflag" then
+        value = this.restartflag;
+    case "-restartdetection" then
+        value = this.restartdetection;
+    case "-restartsimplexmethod" then
+        value = this.restartsimplexmethod;
+    case "-boxnbpoints" then
+        value = this.boxnbpoints;
+    case "-checkcostfunction" then
+        value = this.checkcostfunction;
+    case "-scalingsimplex0" then
+        value = this.scalingsimplex0;
+    case "-guinalphamin" then
+        value = this.guinalphamin;
+    case "-boxtermination" then
+        value = this.boxtermination
+    case "-boxtolf" then
+        value = this.boxtolf
+    case "-boxnbmatch" then
+        value = this.boxnbmatch
+    case "-boxreflect" then
+        value = this.boxreflect
+    case "-boxineqscaling" then
+        value = this.boxineqscaling;
+    case "-mymethod" then
+        value = this.mymethod
+    case "-greedy" then
+        value = this.greedy;
+        //
+        // Obsolete options.
+        //
+    case "-tolvarianceflag" then
+        value = this.tolvarianceflag
+    case "-tolabsolutevariance" then
+        value = this.tolabsolutevariance;
+    case "-tolrelativevariance" then
+        value = this.tolrelativevariance;
+    case "-greedy" then
+        value = this.greedy;
+        //
+        // Obsolete options.
+        //
+    case "-myterminate" then
+        value = this.myterminate
+    case "-myterminateflag" then
+        value = this.myterminateflag
+    else
+        // Delegate to the optimization object
+        value = optimbase_cget ( this.optbase , key );
+    end
+endfunction
diff --git a/modules/optimization/macros/neldermead/neldermead_configure.bin b/modules/optimization/macros/neldermead/neldermead_configure.bin
new file mode 100755
index 000000000..7bbea8459
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_configure.bin
diff --git a/modules/optimization/macros/neldermead/neldermead_configure.sci b/modules/optimization/macros/neldermead/neldermead_configure.sci
new file mode 100755
index 000000000..8a614b414
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_configure.sci
@@ -0,0 +1,312 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// neldermead_configure --
+//   Configure neldermead and returns the modified object.
+//
+function this = neldermead_configure (this,key,value)
+    UN=number_properties("tiny")
+    [lhs,rhs]=argn();
+    if ( rhs <> 3 ) then
+        errmsg = msprintf(gettext("%s: Wrong number of input argument: %d expected.\n"), "neldermead_configure", 3);
+        error(errmsg)
+    end
+    select key
+    case "-method" then
+        nelmead_typestring ( value , "value" , 3 );
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        nelmead_checkoption ( "neldermead_configure" , value , "value" , 3 , ["fixed" "variable" "box" "mine"])
+        this.method = value
+    case "-coords0" then
+        nelmead_typereal ( value , "value" , 3 );
+        this.coords0 = value;
+    case "-simplex0method" then
+        nelmead_typestring ( value , "value" , 3 );
+        nelmead_checkoption ( "neldermead_configure" , value , "value" , 3 , ["given" "axes" "spendley" "pfeffer" "randbounds"])
+        this.simplex0method = value
+    case "-simplex0length" then
+        nelmead_typereal ( value , "value" , 3 );
+        nelmead_checkgreq ( "neldermead_configure" , value , "value" , 3 , UN )
+        this.simplex0length = value;
+    case "-simplex0deltausual" then
+        nelmead_typereal ( value , "value" , 3 );
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        nelmead_checkgreq ( "neldermead_configure" , value , "value" , 3 , UN )
+        this.simplex0deltausual = value;
+    case "-simplex0deltazero" then
+        nelmead_typereal ( value , "value" , 3 );
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        nelmead_checkgreq ( "neldermead_configure" , value , "value" , 3 , UN )
+        this.simplex0deltazero = value;
+    case "-rho" then
+        nelmead_typereal ( value , "value" , 3 );
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        nelmead_checkgreq ( "neldermead_configure" , value , "value" , 3 , UN )
+        this.rho = value;
+    case "-chi" then
+        nelmead_typereal ( value , "value" , 3 );
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        nelmead_checkgreq ( "neldermead_configure" , value , "value" , 3 , UN )
+        this.chi = value;
+    case "-gamma" then
+        nelmead_typereal ( value , "value" , 3 );
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        nelmead_checkrange ( "neldermead_configure" , var , "value" , 3 , UN , 1-%eps )
+        this.gamma = value;
+    case "-sigma" then
+        nelmead_typereal ( value , "value" , 3 );
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        nelmead_checkrange ( "neldermead_configure" , var , "value" , 3 , UN , 1-%eps )
+        this.sigma = value;
+    case "-tolsimplexizeabsolute" then
+        nelmead_typereal ( value , "value" , 3 );
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        nelmead_checkgreq ( "neldermead_configure" , value , "value" , 3 , 0 )
+        this.tolsimplexizeabsolute = value;
+    case "-tolsimplexizerelative" then
+        nelmead_typereal ( value , "value" , 3 );
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        nelmead_checkgreq ( "neldermead_configure" , value , "value" , 3 , 0 )
+        this.tolsimplexizerelative = value;
+    case "-tolsimplexizemethod" then
+        nelmead_typeboolean ( value , "value" , 3 )
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        this.tolsimplexizemethod = value;
+    case "-toldeltafv" then
+        nelmead_typereal ( value , "value" , 3 );
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        nelmead_checkgreq ( "neldermead_configure" , value , "value" , 3 , 0 )
+        this.toldeltafv = value;
+    case "-tolssizedeltafvmethod" then
+        nelmead_typeboolean ( value , "value" , 3 )
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        this.tolssizedeltafvmethod = value;
+    case "-restartmax" then
+        nelmead_typereal ( value , "value" , 3 );
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        nelmead_checkgreq ( "neldermead_configure" , value , "value" , 3 , UN )
+        nelmead_checkflint ( "neldermead_configure" , value , "value" , 3 )
+        this.restartmax = value;
+    case "-restarteps" then
+        nelmead_typereal ( value , "value" , 3 );
+        nelmead_checkgreq ( "neldermead_configure" , value , "value" , 3 , UN )
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        this.restarteps = value;
+    case "-restartstep" then
+        nelmead_typereal ( value , "value" , 3 );
+        nelmead_checkgreq ( "neldermead_configure" , value , "value" , 3 , UN )
+        n = optimbase_cget ( this.optbase , "-numberofvariables" );
+        steprows = size ( value , "r" );
+        stepcols = size ( value , "c" );
+        if ( steprows * stepcols <> 1 ) then
+            if ( ( steprows <> n ) | ( stepcols <> 1 ) ) then
+                errmsg = msprintf(gettext("%s: The restartstep vector is expected to have %d x %d shape, but current shape is %d x %d"),"neldermead_configure",n,1,steprows,stepcols);
+                error(errmsg);
+            end
+        end
+        this.restartstep = value;
+    case "-kelleystagnationflag" then
+        nelmead_typeboolean ( value , "value" , 3 )
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        this.kelleystagnationflag = value;
+    case "-kelleynormalizationflag" then
+        nelmead_typeboolean ( value , "value" , 3 )
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        this.kelleynormalizationflag = value;
+    case "-kelleystagnationalpha0" then
+        nelmead_typereal ( value , "value" , 3 );
+        nelmead_checkgreq ( "neldermead_configure" , value , "value" , 3 , UN )
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        this.kelleystagnationalpha0 = value;
+    case "-restartflag" then
+        nelmead_typeboolean ( value , "value" , 3 )
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        this.restartflag = value;
+    case "-restartdetection" then
+        nelmead_typestring ( value , "value" , 3 )
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        nelmead_checkoption ( "neldermead_configure" , value , "value" , 3 , ["oneill" "kelley"])
+        this.restartdetection = value;
+    case "-restartsimplexmethod" then
+        nelmead_typestring ( value , "value" , 3 );
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        nelmead_checkoption ( "neldermead_configure" , value , "value" , 3 , ["oriented" "axes" "spendley" "pfeffer" "randbounds"])
+        this.restartsimplexmethod = value;
+    case "-checkcostfunction" then
+        nelmead_typeboolean ( value , "value" , 3 )
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        this.checkcostfunction = value;
+    case "-boxnbpoints" then
+        nelmead_typereal ( value , "value" , 3 );
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        nelmead_checkgreq ( "neldermead_configure" , value , "value" , 3 , UN )
+        nelmead_checkflint ( "neldermead_configure" , value , "value" , 3 )
+        this.boxnbpoints = value;
+    case "-boxineqscaling" then
+        nelmead_typereal ( value , "value" , 3 );
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        nelmead_checkrange ( "neldermead_configure" , value , "value" , 3 , 0 , 1 )
+        this.boxineqscaling = value;
+    case "-scalingsimplex0" then
+        nelmead_typestring ( value , "value" , 3 );
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        nelmead_checkoption ( "neldermead_configure" , value , "value" , 3 , ["tox0" "tocenter"])
+        this.scalingsimplex0 = value;
+    case "-guinalphamin" then
+        nelmead_typereal ( value , "value" , 3 );
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        nelmead_checkgreq ( "neldermead_configure" , value , "value" , 3 , UN )
+        this.guinalphamin = value;
+    case "-boxboundsalpha" then
+        nelmead_typereal ( value , "value" , 3 );
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        nelmead_checkgreq ( "neldermead_configure" , value , "value" , 3 , 0 )
+        this.boxboundsalpha = value
+    case "-boxtermination" then
+        nelmead_typeboolean ( value , "value" , 3 );
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        this.boxtermination = value
+    case "-boxtolf" then
+        nelmead_typereal ( value , "value" , 3 );
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        nelmead_checkgreq ( "neldermead_configure" , value , "value" , 3 , 0 )
+        this.boxtolf = value
+    case "-boxnbmatch" then
+        nelmead_typereal ( value , "value" , 3 );
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        nelmead_checkgreq ( "neldermead_configure" , value , "value" , 3 , UN )
+        nelmead_checkflint ( "neldermead_configure" , value , "value" , 3 )
+        this.boxnbmatch = value
+    case "-boxreflect" then
+        nelmead_typereal ( value , "value" , 3 );
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        nelmead_checkgreq ( "neldermead_configure" , value , "value" , 3 , 1+%eps )
+        this.boxreflect = value
+    case "-mymethod" then
+        nelmead_typefunction ( value , "value" , 3 );
+        this.mymethod = value
+    case "-greedy" then
+        nelmead_typeboolean ( value , "value" , 3 )
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        this.greedy = value
+        //
+        // Obsolete options.
+        //
+    case "-myterminate" then
+        nelmead_warnoptobs ( "-myterminate" , "-outputcommand" , "5.4.1" )
+        nelmead_typefunction ( value , "value" , 3 );
+        this.myterminate = value
+    case "-myterminateflag" then
+        nelmead_warnoptobs ( "-myterminateflag" , "-outputcommand" , "5.4.1" )
+        nelmead_typeboolean ( value , "value" , 3 );
+        this.myterminateflag = value;
+    case "-tolvarianceflag" then
+        nelmead_warnoptobs ( "-tolvarianceflag" , "-outputcommand" , "5.4.1" )
+        nelmead_typeboolean ( value , "value" , 3 )
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        this.tolvarianceflag = value
+    case "-tolabsolutevariance" then
+        nelmead_warnoptobs ( "-tolabsolutevariance" , "-outputcommand" , "5.4.1" )
+        nelmead_typereal ( value , "value" , 3 );
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        nelmead_checkgreq ( "neldermead_configure" , value , "value" , 3 , 0 )
+        this.tolabsolutevariance = value
+    case "-tolrelativevariance" then
+        nelmead_warnoptobs ( "-tolrelativevariance" , "-outputcommand" , "5.4.1" )
+        nelmead_typereal ( value , "value" , 3 );
+        nelmead_checkscalar ( "neldermead_configure" , value , "value" , 3 )
+        nelmead_checkgreq ( "neldermead_configure" , value , "value" , 3 , 0 )
+        this.tolrelativevariance = value
+    else
+        // Delegate to the optimization object
+        this.optbase = optimbase_configure ( this.optbase , key , value );
+    end
+endfunction
+// Generates an error if the given variable is not of type real
+function nelmead_typereal ( var , varname , ivar )
+    if ( type ( var ) <> 1 ) then
+        errmsg = msprintf(gettext("%s: Expected real variable for variable %s at input #%d, but got %s instead."),"nelmead_typereal", varname , ivar , typeof(var) );
+        error(errmsg);
+    end
+endfunction
+// Generates an error if the given variable is not of type string
+function nelmead_typestring ( var , varname , ivar )
+    if ( type ( var ) <> 10 ) then
+        errmsg = msprintf(gettext("%s: Expected string variable for variable %s at input #%d, but got %s instead."),"nelmead_typestring", varname , ivar , typeof(var) );
+        error(errmsg);
+    end
+endfunction
+// Generates an error if the given variable is not of type function (macro)
+function nelmead_typefunction ( var , varname , ivar )
+    if ( type ( var ) <> 13 ) then
+        errmsg = msprintf(gettext("%s: Expected function but for variable %s at input #%d, got %s instead."),"nelmead_typefunction", varname , ivar , typeof(var) );
+        error(errmsg);
+    end
+endfunction
+// Generates an error if the given variable is not of type boolean
+function nelmead_typeboolean ( var , varname , ivar )
+    if ( type ( var ) <> 4 ) then
+        errmsg = msprintf(gettext("%s: Expected boolean but for variable %s at input #%d, got %s instead."),"nelmead_typeboolean", varname , ivar , typeof(var) );
+        error(errmsg);
+    end
+endfunction
+
+function nelmead_warnoptobs ( oldoption , newoption , removedVersion )
+    warnMessage = msprintf(_("Option %s is obsolete."),oldoption)
+    warnMessage = [warnMessage, msprintf(_("Please use %s instead."),newoption)]
+    warnMessage = [warnMessage, msprintf(_("This feature will be permanently removed in Scilab %s"), removedVersion)]
+    warning(warnMessage);
+endfunction
+
+function nelmead_checkrange ( funname , var , varname , ivar , vmin , vmax )
+    if ( ~and ( vmin <= var & var <= vmax ) ) then
+        k = find ( vmin > var | var > vmax )
+        k = k(1)
+        errmsg = msprintf(gettext("%s: Expected that all entries of input argument %s at input #%d are in the range [%s,%s], but entry #%d is equal to %s."),funname,varname,ivar,string(vmin),string(vmax),k,string(var(k)));
+        error(errmsg);
+    end
+endfunction
+
+function nelmead_checkgreq ( funname , var , varname , ivar , thr )
+    if ( or ( var < thr ) ) then
+        k = find ( var < thr )
+        k = k(1)
+        errmsg = msprintf(gettext("%s: Expected that all entries of input argument %s at input #%d are greater or equal than %s, but entry #%d is equal to %s."),funname,varname,ivar,string(thr),k,string(var(k)));
+        error(errmsg);
+    end
+endfunction
+
+function nelmead_checkflint ( funname , var , varname , ivar )
+    if ( or ( round(var)<>var ) ) then
+        k = find ( round(var)<>var )
+        k = k(1)
+        errmsg = msprintf(gettext("%s: Expected floating point integer for input argument %s at input #%d, but entry #%d is equal to %s."),funname,varname,ivar,k,string(var(k)));
+        error(errmsg);
+    end
+endfunction
+
+function nelmead_checkscalar ( funname , var , varname , ivar )
+    if ( or(size(var) <> [1 1]) ) then
+        strcomp = strcat(string(size(var))," ")
+        errmsg = msprintf(gettext("%s: Wrong size for input argument #%d: %d-by-%d matrix expected.\n"), funname, ivar , 1, 1 );
+        error(errmsg)
+    end
+endfunction
+
+function nelmead_checkoption ( funname , var , varname , ivar , expectedopt )
+    if ( and ( var <> expectedopt ) ) then
+        stradd = """ or """
+        strexp = """" + strcat(string(expectedopt),stradd) + """"
+        errmsg = msprintf(gettext("%s: Expected value [%s] for input argument %s at input #%d, but got ""%s"" instead."),funname,strexp,varname,ivar,string(var));
+        error(errmsg);
+    end
+endfunction
+
diff --git a/modules/optimization/macros/neldermead/neldermead_costf.bin b/modules/optimization/macros/neldermead/neldermead_costf.bin
new file mode 100755
index 000000000..358b56e46
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_costf.bin
diff --git a/modules/optimization/macros/neldermead/neldermead_costf.sci b/modules/optimization/macros/neldermead/neldermead_costf.sci
new file mode 100755
index 000000000..5c954241b
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_costf.sci
@@ -0,0 +1,29 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// neldermead_costf --
+//   Call the cost function and return the value.
+// Note
+//   This function is given to the simplex class as
+//   a callback.
+//   Input/Output arguments are swapped w.r.t.
+//   optimbase_function, so that it matches
+//   the requirements of simplex methods.
+//
+function [ f , this ] = neldermead_costf ( x , this )
+    [ this.optbase , hascons ] = optimbase_hasnlcons ( this.optbase );
+    if ( hascons ) then
+        [ this.optbase , f , c , index ] = optimbase_function ( this.optbase , x , 2 );
+    else
+        [ this.optbase , f , index ] = optimbase_function ( this.optbase , x , 2 );
+    end
+endfunction
+
diff --git a/modules/optimization/macros/neldermead/neldermead_defaultoutput.bin b/modules/optimization/macros/neldermead/neldermead_defaultoutput.bin
new file mode 100755
index 000000000..e3a62252f
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_defaultoutput.bin
diff --git a/modules/optimization/macros/neldermead/neldermead_defaultoutput.sci b/modules/optimization/macros/neldermead/neldermead_defaultoutput.sci
new file mode 100755
index 000000000..46641109b
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_defaultoutput.sci
@@ -0,0 +1,24 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+
+//
+// neldermead_defaultoutput --
+//   The default output function.
+//
+function stop = neldermead_defaultoutput(state, data)
+    if ( state == "init" ) then
+        mprintf ( "Initialization\n");
+    elseif ( state == "done" ) then
+        mprintf ( "End of Optimization\n");
+    end
+    mprintf ( "Iter. #%s, Feval #%s, Fval = %s -- %s\n", ..
+    string(data.iteration), string(data.funccount), string(data.fval), data.step);
+    stop = %f
+endfunction
diff --git a/modules/optimization/macros/neldermead/neldermead_destroy.bin b/modules/optimization/macros/neldermead/neldermead_destroy.bin
new file mode 100755
index 000000000..c6f77584d
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_destroy.bin
diff --git a/modules/optimization/macros/neldermead/neldermead_destroy.sci b/modules/optimization/macros/neldermead/neldermead_destroy.sci
new file mode 100755
index 000000000..17afea2b3
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_destroy.sci
@@ -0,0 +1,19 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// neldermead_destroy --
+//   Destroy a Nelder-Mead object.
+//
+function this = neldermead_destroy (this)
+    this.optbase = optimbase_destroy ( this.optbase );
+    this.simplex0 = optimsimplex_destroy ( this.simplex0 );
+endfunction
+
diff --git a/modules/optimization/macros/neldermead/neldermead_function.bin b/modules/optimization/macros/neldermead/neldermead_function.bin
new file mode 100755
index 000000000..6df5ebf15
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_function.bin
diff --git a/modules/optimization/macros/neldermead/neldermead_function.sci b/modules/optimization/macros/neldermead/neldermead_function.sci
new file mode 100755
index 000000000..eb1b70aad
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_function.sci
@@ -0,0 +1,31 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// neldermead_function --
+//   Call the cost function and return the value of f.
+//   This is a simple way to get the value of the cost function
+//   from outside.
+// Arguments
+//   x : the point where the function is to be evaluated.
+//   index : a flag to pass to the cost function (default = 1)
+//   f : the cost function
+//
+function [ this , f ] = neldermead_function ( this , x )
+    index = 2;
+    [ this.optbase , hasnlcons ] = optimbase_hasnlcons ( this.optbase );
+    if ( hasnlcons ) then
+        [ this.optbase , f , c , index ] = optimbase_function ( this.optbase , x , index );
+    else
+        [ this.optbase , f , index ] = optimbase_function ( this.optbase , x , index );
+    end
+    // Ignores the value of index at output.
+endfunction
+
diff --git a/modules/optimization/macros/neldermead/neldermead_get.bin b/modules/optimization/macros/neldermead/neldermead_get.bin
new file mode 100755
index 000000000..8917078f9
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_get.bin
diff --git a/modules/optimization/macros/neldermead/neldermead_get.sci b/modules/optimization/macros/neldermead/neldermead_get.sci
new file mode 100755
index 000000000..c89b0c954
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_get.sci
@@ -0,0 +1,38 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+
+//
+// neldermead_get --
+//   Get the value for the given key.
+//   If the key is unknown, generates an error.
+//
+function value = neldermead_get ( this , key )
+    select key
+    case "-historysimplex" then
+        storehistory = optimbase_cget ( this.optbase , "-storehistory" );
+        if ( ~storehistory ) then
+            errmsg = msprintf(gettext("%s: History disabled ; turn on -storehistory option."), "neldermead_get")
+            error(errmsg)
+        else
+            value = this.historysimplex;
+        end
+    case "-simplexopt" then
+        value = this.simplexopt;
+    case "-simplex0" then
+        value = this.simplex0;
+    case "-restartnb" then
+        value = this.restartnb;
+    else
+        // Delegate to optbase
+        value = optimbase_get ( this.optbase , key );
+    end
+endfunction
+
diff --git a/modules/optimization/macros/neldermead/neldermead_log.bin b/modules/optimization/macros/neldermead/neldermead_log.bin
new file mode 100755
index 000000000..332aea4e3
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_log.bin
diff --git a/modules/optimization/macros/neldermead/neldermead_log.sci b/modules/optimization/macros/neldermead/neldermead_log.sci
new file mode 100755
index 000000000..a45e7c156
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_log.sci
@@ -0,0 +1,19 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// neldermead_log --
+//   Prints the given message.
+//
+function this = neldermead_log ( this , msg )
+    // Delegate to optimbase
+    this.optbase = optimbase_log ( this.optbase , msg )
+endfunction
+
diff --git a/modules/optimization/macros/neldermead/neldermead_new.bin b/modules/optimization/macros/neldermead/neldermead_new.bin
new file mode 100755
index 000000000..86f8de52d
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_new.bin
diff --git a/modules/optimization/macros/neldermead/neldermead_new.sci b/modules/optimization/macros/neldermead/neldermead_new.sci
new file mode 100755
index 000000000..53cfd3103
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_new.sci
@@ -0,0 +1,201 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// neldermead_new --
+//   Creates a new Nelder-Mead object.
+//
+function newobj = neldermead_new ()
+    newobj = tlist(["TNELDER"
+    "optbase"
+    "method"
+    "simplex0"
+    "simplex0method"
+    "simplex0length"
+    "rho"
+    "chi"
+    "gamma"
+    "sigma"
+    "tolfstdeviation"
+    "tolfstdeviationmethod"
+    "tolsimplexizeabsolute"
+    "tolsimplexizerelative"
+    "tolsimplexizemethod"
+    "simplexsize0"
+    "toldeltafv"
+    "tolssizedeltafvmethod"
+    "historysimplex"
+    "coords0"
+    "simplex0deltausual"
+    "simplex0deltazero"
+    "restartsimplexmethod"
+    "simplexopt"
+    "restartmax"
+    "restarteps"
+    "restartstep"
+    "kelleystagnationflag"
+    "kelleynormalizationflag"
+    "kelleystagnationalpha0"
+    "kelleyalpha"
+    "restartnb"
+    "restartflag"
+    "restartdetection"
+    "startupflag"
+    "boxnbpoints"
+    "boxnbpointseff"
+    "boxineqscaling"
+    "checkcostfunction"
+    "scalingsimplex0"
+    "guinalphamin"
+    "boxboundsalpha"
+    "boxtermination"
+    "boxtolf"
+    "boxnbmatch"
+    "boxkount"
+    "boxreflect"
+    "tolvarianceflag"
+    "tolabsolutevariance"
+    "tolrelativevariance"
+    "variancesimplex0"
+    "mymethod"
+    "greedy"
+    //
+    // Obsolete options
+    //
+    "myterminate"
+    "myterminateflag"
+    ]);
+
+    newobj.optbase = optimbase_new();
+    // Possible values "variable", "fixed".
+    newobj.method = "variable";
+    newobj.simplex0 = optimsimplex_new ( );
+    // Possible values : "axes", "spendley", "pfeffer"
+    newobj.simplex0method = "axes";
+    newobj.simplex0length = 1.0;
+    // Reflection factor : rho
+    newobj.rho = 1.0;
+    // Expansion factor : chi
+    newobj.chi = 2.0;
+    // Contraction factor : gamma
+    newobj.gamma = .5;
+    // Shrinkage factor : sigma
+    newobj.sigma = .5;
+    // The tolerance for the standard deviation
+    newobj.tolfstdeviation = 0.0;
+    // Possible values : %t, %f
+    newobj.tolfstdeviationmethod = %f;
+    // The absolute tolerance for the simplex size
+    newobj.tolsimplexizeabsolute = 0.0;
+    // The relative tolerance for the simplex size
+    newobj.tolsimplexizerelative = %eps;
+    // Possible values : %t, %f
+    // Note :
+    //   If the simplex method converges, the simplex size is near zero.
+    newobj.tolsimplexizemethod = %t;
+    // The tolerance for the function value delta
+    newobj.toldeltafv = %eps;
+    // Possible values : %t, %f
+    newobj.tolssizedeltafvmethod = %f;
+    // The value used in Pfeffer method initial simplex computation for non-zero parameters
+    newobj.simplex0deltausual = 0.05;
+    // The value used in Pfeffer method initial simplex computation for zero parameters
+    newobj.simplex0deltazero = 0.0075;
+    // The coordinates of the initial simplex, given by the user
+    newobj.coords0 = [];
+    // Initialize the simplex history
+    newobj.historysimplex = [];
+    // The Kelley stagnation detection in termination criteria :  0/1
+    // (i.e. sufficient decrease of function value)
+    newobj.kelleystagnationflag = %f
+    // The Kelley stagnation detection parameter
+    newobj.kelleystagnationalpha0 = 1.e-4
+    // The Kelley stagnation detection can be normalized or not.
+    // Note:
+    // * in the 1997 paper "Detection and Remediation of Stagnation in Nelder-Mead
+    //   algorithm", Kelley uses the constant value of 1.e-4.
+    // * in the 1999 book "Iterative Methods for Optimization", Kelley uses normalization.
+    // Results are slightly changed, as indicated in the book/paper (the modification is
+    // not mentioned, but the iteration number when the restart is performed
+    // is modified).
+    newobj.kelleynormalizationflag = %t
+    // The current value of Kelley's alpha, after normalization, if required
+    newobj.kelleyalpha = 1.e-4;
+    // The optimum simplex, after one optimization process
+    newobj.simplexopt = [];
+    // The maximum number of restarts
+    newobj.restartmax = 3;
+    // The epsilon value for O'Neill restart detection
+    newobj.restarteps = %eps;
+    // The step length for O'Neill restart detection
+    newobj.restartstep = 1.0;
+    // Possible values : "oriented", "axes", "spendley", "pfeffer"
+    newobj.restartsimplexmethod = "oriented";
+    // Possible values : %t, %f
+    newobj.restartflag = %f;
+    // Number of restarts performed
+    newobj.restartnb = 0;
+    // Type of restart detection method : "kelley", "oneill"
+    newobj.restartdetection = "oneill";
+    // Set to %t when the startup has been performed
+    newobj.startupflag = %f;
+    // Initial size of the simplex, for the tolerance on the simplex size
+    newobj.simplexsize0 = 0.0
+    // Number of points required in the simplex (for Box method)
+    newobj.boxnbpoints = "2n"
+    // Effective number of points required in the simplex (for Box method)
+    newobj.boxnbpointseff = 0
+    // The scaling coefficient in nonlinear inequality constraints
+    // in Box method, in (0,1) range
+    newobj.boxineqscaling = 0.5
+    // Set to %f to disable the checking of the connection of the cost function
+    newobj.checkcostfunction = %t;
+    // The scaling algorithm : "tox0", "tocentroid"
+    newobj.scalingsimplex0 = "tox0";
+    // Minimum alpha for constraints scaling
+    newobj.guinalphamin = 1.e-5;
+    // Box's alpha coefficient for bounds constraints.
+    // The value used in Box's paper was 1.e-6 (delta in
+    // Richardson and Kuester's algorithm 454)
+    newobj.boxboundsalpha = 1.e-6
+    // Set to 1 to enable Box termination criteria
+    newobj.boxtermination = %f
+    // The absolute tolerance on function value in Box termination criteria (beta in
+    // Richardson and Kuester's algorithm 454)
+    newobj.boxtolf = 1.e-5
+    // The number of consecutive match in Box termination criteria (gamma in
+    // Richardson and Kuester's algorithm 454)
+    newobj.boxnbmatch = 5
+    // Current number of consecutive match
+    newobj.boxkount = 0
+    // Box reflection/expansion factor
+    newobj.boxreflect = 1.3
+    // Set to %t to enable tolerance on variance
+    newobj.tolvarianceflag = %f;
+    // Absolute tolerance on variance
+    newobj.tolabsolutevariance = 0.0;
+    // Relative tolerance on variance
+    newobj.tolrelativevariance = %eps;
+    // The variance of the initial simplex
+    newobj.variancesimplex0 = 0.0;
+    // User-defined algorithm
+    newobj.mymethod = []
+    // Set to %t to enable greedy Nelder-Mead
+    newobj.greedy = %f;
+    //
+    // Obsolete options
+    //
+    // User-defined terimination criteria
+    newobj.myterminate = []
+    // Flag to enable the user-defined terimination criteria
+    newobj.myterminateflag = %f
+
+endfunction
+
diff --git a/modules/optimization/macros/neldermead/neldermead_restart.bin b/modules/optimization/macros/neldermead/neldermead_restart.bin
new file mode 100755
index 000000000..fd84e9d02
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_restart.bin
diff --git a/modules/optimization/macros/neldermead/neldermead_restart.sci b/modules/optimization/macros/neldermead/neldermead_restart.sci
new file mode 100755
index 000000000..713151d03
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_restart.sci
@@ -0,0 +1,19 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// neldermead_restart --
+//   Update the simplex and restart the search.
+//
+function this = neldermead_restart ( this )
+    this = neldermead_updatesimp ( this );
+    this = neldermead_search (this);
+endfunction
+
diff --git a/modules/optimization/macros/neldermead/neldermead_search.bin b/modules/optimization/macros/neldermead/neldermead_search.bin
new file mode 100755
index 000000000..bf18c2f4a
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_search.bin
diff --git a/modules/optimization/macros/neldermead/neldermead_search.sci b/modules/optimization/macros/neldermead/neldermead_search.sci
new file mode 100755
index 000000000..8ff765941
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_search.sci
@@ -0,0 +1,1512 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// References
+//   Sequential Application of Simplex Designs in Optimisation and Evolutionary Operation
+//   Spendley, W. and Hext, G. R. and Himsworth, F. R.
+//   1962
+//
+//   Convergence Properties of the Nelder-Mead Simplex Method in Low Dimensions
+//   Jeffrey C. Lagarias and James A. Reeds nd Margaret H. Wright and Paul E. Wright
+//   SIAM Journal of Optimization, 1998, volume 9, pp. 112--147
+//
+//   A Simplex Method for Function Minimization
+//   Nelder, J. A.  and Mead, R.
+//   1965
+//
+//   Iterative Methods for Optimization
+//   C. T. Kelley,
+//   SIAM Frontiers in Applied Mathematics
+//   1999
+//
+//   Detection and Remediation of Stagnation in the Nelder--Mead Algorithm Using a Sufficient Decrease Condition
+//   Kelley C. T.
+//   SIAM J. on Optimization},
+//   1999
+//
+
+//
+// neldermead_search --
+//   Search the minimum with Nelder-Mead algorithm.
+//
+function this = neldermead_search ( this , warn)
+
+    rhs = argn(2);
+
+    warn_mode = warning("query"); // Saving current warning mode to revert to it at the end
+    if rhs == 2 then
+        if warn == 0 | warn == "off" then
+            warning("off"); // Turn off warnings
+        elseif warn == 1 | warn == "on" then
+            warning("on"); // Turn on warnings
+        else
+            msg = _("%s: Wrong value for input argument #%d: ""%s"", ""%s"", %d or %d expected.\n");
+            error(msprintf(msg, "neldermead_search", 2, "off", "on", 0, 1))
+        end
+    end
+
+    withderivatives = optimbase_cget ( this.optbase , "-withderivatives" );
+    if ( withderivatives ) then
+        errmsg = msprintf(gettext("%s: The -withderivatives option is true but all algorithms in neldermead are derivative-free."), "neldermead_search")
+        error(errmsg)
+    end
+    if ( ~this.startupflag ) then
+        this = neldermead_startup ( this );
+        this.startupflag = %t;
+    end
+    stop = neldermead_outputcmd ( this, "init" , this.simplex0 , "init" )
+    if ( stop ) then
+        this.optbase = optimbase_set ( this.optbase , "-status" , "userstop" );
+        verbose = optimbase_cget ( this.optbase , "-verbose" )
+        if ( verbose == 1 ) then
+            this = neldermead_log (this,sprintf("Terminate by user''s request"));
+        end
+        return
+    end
+
+    if ( this.restartflag ) then
+        this = neldermead_autorestart ( this )
+    else
+        this = neldermead_algo ( this );
+    end
+    stop = neldermead_outputcmd ( this, "done" , this.simplexopt , "done" )
+    if ( stop ) then
+        this.optbase = optimbase_set ( this.optbase , "-status" , "userstop" );
+        verbose = optimbase_cget ( this.optbase , "-verbose" )
+        if ( verbose == 1 ) then
+            this = neldermead_log (this,sprintf("Terminate by user''s request"));
+        end
+    end
+
+    warning(warn_mode); // Revert to the warning mode that was active before the call
+
+endfunction
+//
+// neldermead_algo --
+//   Performs an optimization without restart
+//
+function this = neldermead_algo ( this )
+    select this.method
+    case "fixed" then
+        this = neldermead_fixed (this);
+    case "variable" then
+        this = neldermead_variable (this);
+    case "box" then
+        this = neldermead_box (this);
+    case "mine" then
+        this = this.mymethod ( this );
+    else
+        errmsg = msprintf(gettext("%s: Unknown -method %s"), "neldermead_algo", this.method)
+        error(errmsg)
+    end
+endfunction
+//
+// neldermead_autorestart --
+//   Performs an optimization with automatic restart
+// NOTE
+//   The loop processes for i = 1 to restartmax PLUS 1
+//   This is because a RE-start is performed after one simulation
+//   has been performed, hence the "RE".
+//   Hence,
+//     * if restartmax = 0, the number of performed loops is 1.
+//     * if restartmax = 1, the number of performed loops is 2.
+//     * etc...
+// Example #1
+//   Sample session with restart max = 3 (the default) and process pass.
+//   restartnb = 0
+//   Try #1/4
+//     Run
+//     "Must restart"
+//     restartnb = 1
+//   Try #2/4
+//     Run
+//     "Must restart"
+//     restartnb = 2
+//   Try #3/4
+//     Run
+//     "Must not restart"
+//   "Convergence reached after 2 restarts."
+//   reached = %t
+//   status = depending on the triggered termination criteria
+//   restartnb = 2 (restarts are Tries #2 and #3)
+// Example #2
+//   Sample session with restart max = 3 (the default) and process fails.
+//   restartnb = 0
+//   Try #1/4
+//     Run
+//     "Must restart"
+//     restartnb = 1
+//   Try #2/4
+//     Run
+//     "Must restart"
+//     restartnb = 2
+//   Try #3/4
+//     Run
+//     "Must restart"
+//     restartnb = 3
+//   Try #4/4
+//     Run
+//     Must restart
+//   "Convergence not reached after maximum 3 restarts."
+//   reached = %f
+//   status = "maxrestart"
+//   restartnb = 3 (restarts are Tries #2, #3 and #4)
+//
+function this = neldermead_autorestart ( this )
+    restartmax = this.restartmax;
+    reached = %f;
+    for iloop = 1: restartmax + 1
+        this = neldermead_log (this,sprintf("*****************************************************************"));
+        this = neldermead_log (this,sprintf("Try #%d/%d.", iloop , restartmax + 1 ));
+        //
+        // Run algorithm
+        this = neldermead_algo ( this );
+        //
+        // Must we restart ?
+        [ this , istorestart ] = neldermead_istorestart ( this );
+        if ( istorestart ) then
+            this = neldermead_log (this,"Must restart.");
+        else
+            this = neldermead_log (this,"Must not restart.");
+        end
+        if ( ~istorestart ) then
+            reached = %t;
+            break
+        end
+        if ( iloop < restartmax + 1 ) then
+            // We are going to perform a restart
+            this.restartnb = this.restartnb + 1;
+            this = neldermead_log (this,"Updating simplex.");
+            this = neldermead_updatesimp ( this );
+        end
+    end
+    if ( reached ) then
+        this = neldermead_log (this, sprintf ( "Convergence reached after %d restarts." , this.restartnb ) );
+    else
+        this = neldermead_log (this, sprintf ( "Convergence not reached after maximum %d restarts." , this.restartnb ) );
+        this.optbase = optimbase_set ( this.optbase , "-status" , "maxrestart" );
+    end
+endfunction
+
+
+//
+// neldermead_variable --
+//   The original Nelder-Mead algorithm, with variable-size simplex.
+//
+function this = neldermead_variable ( this )
+    // Check settings correspond to algo
+    [ this.optbase , hascons ] = optimbase_hasconstraints ( this.optbase );
+    if ( hascons ) then
+        errmsg = msprintf(gettext("%s: Problem has constraints, but variable algorithm ignores them."), "neldermead_variable")
+        error(errmsg)
+    end
+    verbose = optimbase_cget ( this.optbase , "-verbose" )
+    //
+    // Order the vertices for the first time
+    //
+    simplex = this.simplex0;
+    n = optimbase_cget ( this.optbase , "-numberofvariables" );
+    if (n==0) then
+        errmsg = msprintf(gettext("%s: The number of variable is zero."), "neldermead_variable")
+        error(errmsg)
+    end
+    fvinitial = optimbase_get ( this.optbase , "-fx0" );
+    // Sort function values and x points by increasing function value order
+    this = neldermead_log (this,"Step #1 : order");
+    simplex = optimsimplex_sort ( simplex );
+    // Transpose, because optimsimplex returns row vectors
+    currentcenter = optimsimplex_center ( simplex ).';
+    currentxopt = optimbase_cget ( this.optbase , "-x0" );
+    newfvmean = optimsimplex_fvmean ( simplex );
+    greedy = this.greedy;
+    //
+    // Initialize
+    //
+    terminate = %f;
+    iter = 0;
+    step = "init";
+    //
+    // Nelder-Mead Loop
+    //
+    while ( ~terminate )
+        this.optbase = optimbase_incriter ( this.optbase );
+        iter = iter + 1;
+        // Transpose, because optimsimplex returns row vectors
+        xlow = optimsimplex_getx ( simplex , 1 ).'
+        flow = optimsimplex_getfv ( simplex , 1 )
+        xhigh = optimsimplex_getx ( simplex , n+1 ).'
+        fhigh = optimsimplex_getfv ( simplex , n+1 )
+        xn = optimsimplex_getx ( simplex , n ).'
+        fn = optimsimplex_getfv ( simplex , n )
+        //
+        // Store history
+
+
+
+
+
+        //
+        xcoords = optimsimplex_getallx ( simplex )
+        this = neldermead_storehistory ( this , n , flow , xlow , xcoords );
+        currentfopt = flow;
+        previousxopt = currentxopt;
+        currentxopt = xlow;
+        previouscenter = currentcenter;
+        currentcenter = optimsimplex_center ( simplex ).';
+        oldfvmean = newfvmean;
+        newfvmean = optimsimplex_fvmean ( simplex );
+        if ( verbose == 1 ) then
+            this = neldermead_logsummary ( this, iter,xlow,flow,currentcenter,simplex )
+        end
+        this.optbase = optimbase_set ( this.optbase , "-xopt" , xlow );
+        this.optbase = optimbase_set ( this.optbase , "-fopt" , flow );
+        stop = neldermead_outputcmd ( this, "iter" , simplex , step )
+        if ( stop ) then
+            status = "userstop"
+            if ( verbose == 1 ) then
+                this = neldermead_log (this,sprintf("Terminate by user''s request"));
+            end
+            break
+        end
+
+        //
+        // Update termination flag
+        //
+        if ( iter > 1 ) then
+            [ this , terminate , status ] = neldermead_termination (this , ...
+            fvinitial , oldfvmean , newfvmean , previouscenter , currentcenter , simplex );
+            if ( terminate ) then
+                this = neldermead_log (this,sprintf("Terminate with status : %s",status));
+                break
+            end
+        end
+        //
+        // Compute xbar, center of better vertices
+        //
+        if ( verbose == 1 ) then
+            this = neldermead_log (this,sprintf("Reflect"));
+        end
+        // Transpose, because optimsimplex returns row vectors
+        xbar   = optimsimplex_xbar ( simplex ).';
+        if ( verbose == 1 ) then
+            this = neldermead_log (this,sprintf("xbar="+_strvec(xbar)+""));
+        end
+        //
+        // Reflect the worst point with respect to center
+        //
+        xr = neldermead_interpolate ( xbar , xhigh , this.rho );
+        [ this.optbase , fr , index ] = optimbase_function ( this.optbase , xr , 2 );
+        if ( verbose == 1 ) then
+            this = neldermead_log (this,sprintf("xr=["+_strvec(xr)+"], f(xr)=%f",fr));
+        end
+        if ( fr >= flow & fr < fn ) then
+            if ( verbose == 1 ) then
+                this = neldermead_log (this,sprintf("  > Perform reflection"));
+            end
+            simplex = optimsimplex_setve ( simplex , n+1 , fr , xr.' )
+            step = "reflection";
+        elseif ( fr < flow ) then
+            // Expand
+            if ( verbose == 1 ) then
+                this = neldermead_log (this,sprintf("Expand"));
+            end
+            xe = neldermead_interpolate ( xbar , xhigh , this.rho*this.chi );
+            [ this.optbase , fe , index ] = optimbase_function ( this.optbase , xe , 2 );
+            if ( verbose == 1 ) then
+                this = neldermead_log (this,sprintf("xe="+_strvec(xe)+", f(xe)=%f",fe));
+            end
+            if ( greedy ) then
+                if ( fe < flow ) then
+                    if ( verbose == 1 ) then
+                        this = neldermead_log (this,sprintf("  > Perform Greedy Expansion"));
+                    end
+                    simplex = optimsimplex_setve ( simplex , n+1 , fe , xe.' )
+                    step = "expansion";
+                else
+                    if ( verbose == 1 ) then
+                        this = neldermead_log (this,sprintf("  > Perform Greedy Reflection"));
+                    end
+                    simplex = optimsimplex_setve ( simplex , n+1 , fr , xr.' )
+                    step = "reflection";
+                end
+            else
+                if ( fe < fr ) then
+                    if ( verbose == 1 ) then
+                        this = neldermead_log (this,sprintf("  > Perform Expansion"));
+                    end
+                    simplex = optimsimplex_setve ( simplex , n+1 , fe , xe.' )
+                    step = "expansion";
+                else
+                    if ( verbose == 1 ) then
+                        this = neldermead_log (this,sprintf("  > Perform Reflection"));
+                    end
+                    simplex = optimsimplex_setve ( simplex , n+1 , fr , xr.' )
+                    step = "reflection";
+                end
+            end
+        elseif ( fr >= fn & fr < fhigh ) then
+            // Outside contraction
+            if ( verbose == 1 ) then
+                this = neldermead_log (this,sprintf("Contract - outside"));
+            end
+            xc = neldermead_interpolate ( xbar , xhigh , this.rho*this.gamma );
+            [ this.optbase , fc , index ] = optimbase_function ( this.optbase , xc , 2 );
+            if ( verbose == 1 ) then
+                this = neldermead_log (this,sprintf("xc="+_strvec(xc)+", f(xc)=%f",fc));
+            end
+            if ( fc <= fr ) then
+                if ( verbose == 1 ) then
+                    this = neldermead_log (this,sprintf("  > Perform Outside Contraction"));
+                end
+                simplex = optimsimplex_setve ( simplex , n+1 , fc , xc.' )
+                step = "outsidecontraction";
+            else
+                //  Shrink
+                if ( verbose == 1 ) then
+                    this = neldermead_log (this,sprintf("  > Perform Shrink"));
+                end
+                [ simplex , this ] = optimsimplex_shrink ( simplex , costf_transposex , this.sigma , this );
+                step = "shrink";
+            end
+        else
+            // ( fr >= fn & fr >= fhigh )
+            // Inside contraction
+            if ( verbose == 1 ) then
+                this = neldermead_log (this,sprintf("Contract - inside"));
+            end
+            xc = neldermead_interpolate ( xbar , xhigh , -this.gamma );
+            [ this.optbase , fc , index ] = optimbase_function ( this.optbase , xc , 2 );
+            if ( verbose == 1 ) then
+                this = neldermead_log (this,sprintf("xc="+_strvec(xc)+", f(xc)=%f",fc));
+            end
+            if ( fc < fhigh ) then
+                if ( verbose == 1 ) then
+                    this = neldermead_log (this,sprintf("  > Perform Inside Contraction"));
+                end
+                simplex = optimsimplex_setve ( simplex , n+1 , fc , xc.' )
+                step = "insidecontraction";
+            else
+                //  Shrink
+                if ( verbose == 1 ) then
+                    this = neldermead_log (this,sprintf("  > Perform Shrink"));
+                end
+                [ simplex , this ] = optimsimplex_shrink ( simplex , costf_transposex , this.sigma , this )
+                step = "shrink";
+            end
+        end
+        //
+        // Sort simplex
+        //
+        if ( verbose == 1 ) then
+            this = neldermead_log (this,sprintf("Sort"));
+        end
+        simplex  = optimsimplex_sort ( simplex );
+    end
+    this.optbase = optimbase_set ( this.optbase , "-xopt" , xlow );
+    this.optbase = optimbase_set ( this.optbase , "-fopt" , flow );
+    this.optbase = optimbase_set ( this.optbase , "-status" , status );
+    this.simplexopt = simplex;
+endfunction
+
+//
+// neldermead_fixed --
+//   The simplex algorithm with fixed size simplex.
+// Implementation note:
+//   We implement the following "rules" of the Spendley et al.
+//   method.
+//   Rule 1 is strictly applied, but the reflection is done
+//   by reflection the high point, since we minimize a function
+//   instead of maximizing it, like Spendley.
+//   The Rule 2 is NOT implemented, as we expect that the
+//   function evaluation is not subject to errors.
+//   The Rule 3 is applied, ie reflection with respect
+//   to next to high point.
+//   A shrink step is included, with shrinkage factor sigma.
+//
+//   "Rule 1. Ascertain the lowest reading y, of yi ... Yk+1
+//   Complete a new simplex Sp by excluding the point Vp corresponding to
+//   y, and replacing it by V* defined as above."
+//   "Rule 2. If a result has occurred in (k + 1) successive simplexes, and is not
+//   then eliminated by application of Rule 1, do not move in the direction
+//   indicated by Rule 1, or at all, but discard the result and replace it by a new
+//   observation at the same point."
+//   "Rule 3. If y is the lowest reading in So , and if the next observation made,
+//   y* , is the lowest reading in the new simplex S , do not apply Rule 1 and
+//   return to So from Sp . Move out of S, by rejecting the second lowest reading
+//   (which is also the second lowest reading in So)."
+//
+function this = neldermead_fixed (this)
+    // Check settings correspond to algo
+    [ this.optbase , hascons ] = optimbase_hasnlcons ( this.optbase );
+    if ( hascons ) then
+        errmsg = msprintf(gettext("%s: Problem has constraints, but fixed algorithm ignores them."), "neldermead_fixed")
+        error(errmsg)
+    end
+    verbose = optimbase_cget ( this.optbase , "-verbose" )
+    //
+    // Order the vertices for the first time
+    //
+    simplex = this.simplex0;
+    n = optimbase_cget ( this.optbase , "-numberofvariables" );
+    fvinitial = optimbase_get ( this.optbase , "-fx0" );
+    // Sort function values and x points by increasing function value order
+    this = neldermead_log (this,sprintf("Sort"));
+    simplex = optimsimplex_sort ( simplex );
+    //
+    // Compute center of simplex
+    //
+    // Transpose, because optimsimplex returns row vectors
+    currentcenter = optimsimplex_center ( simplex ).';
+    newfvmean = optimsimplex_fvmean ( simplex );
+    currentxopt = optimbase_cget ( this.optbase , "-x0" );
+    //
+    // Set indices for "clarity"
+    //
+    ilow = 1
+    ihigh = n + 1
+    inext = n
+    //
+    // Initialize
+    //
+    terminate = %f;
+    iter = 0;
+    step = "init";
+    //
+    // main N-M loop
+    //
+    while ( ~terminate )
+        this.optbase = optimbase_incriter ( this.optbase );
+        iter = iter + 1;
+        xlow = optimsimplex_getx ( simplex , ilow ).'
+        flow = optimsimplex_getfv ( simplex , ilow )
+        xhigh = optimsimplex_getx ( simplex , ihigh ).'
+        fhigh = optimsimplex_getfv ( simplex , ihigh )
+        //
+        // Store history
+        //
+        xcoords = optimsimplex_getallx ( simplex )
+        this = neldermead_storehistory ( this , n , flow , xlow , xcoords );
+        currentfopt = flow;
+        previousxopt = currentxopt;
+        currentxopt = xlow;
+        previouscenter = currentcenter;
+        currentcenter = optimsimplex_center ( simplex ).';
+        oldfvmean = newfvmean;
+        newfvmean = optimsimplex_fvmean ( simplex );
+        if ( verbose == 1 ) then
+            this = neldermead_logsummary ( this, iter,xlow,flow,currentcenter,simplex )
+        end
+        this.optbase = optimbase_set ( this.optbase , "-xopt" , xlow );
+        this.optbase = optimbase_set ( this.optbase , "-fopt" , flow );
+        stop = neldermead_outputcmd ( this, "iter" , simplex , step )
+        if ( stop ) then
+            status = "userstop"
+            if ( verbose == 1 ) then
+                this = neldermead_log (this,sprintf("Terminate by user''s request"));
+            end
+            break
+        end
+        //
+        // Update termination flag
+        //
+        if ( iter > 1 ) then
+            [ this , terminate , status] = neldermead_termination (this , ...
+            fvinitial , oldfvmean , newfvmean , previouscenter , currentcenter , simplex );
+            if ( terminate ) then
+                if ( verbose == 1 ) then
+                    this = neldermead_log (this,sprintf("Terminate with status : %s",status));
+                end
+                break;
+            end
+        end
+        //
+        // Compute xbar, center of better vertices
+        //
+        if ( verbose == 1 ) then
+            this = neldermead_log (this,sprintf("Reflect"));
+        end
+        xbar = optimsimplex_xbar ( simplex ).';
+        if ( verbose == 1 ) then
+            this = neldermead_log (this,sprintf("xbar="+_strvec(xbar)+""));
+        end
+        //
+        // Reflect the worst point with respect to center
+        //
+        xr = neldermead_interpolate ( xbar , xhigh , this.rho );
+        [ this.optbase , fr , index ] = optimbase_function ( this.optbase , xr , 2 );
+        if ( verbose == 1 ) then
+            this = neldermead_log (this,sprintf("xr="+_strvec(xr)+", f(xr)=%f",fr));
+        end
+        //
+        // Replace worst point by xr if it is better
+        //
+        if ( fr < fhigh ) then
+            if ( verbose == 1 ) then
+                this = neldermead_log (this,sprintf("  > Perform reflect"));
+            end
+            simplex = optimsimplex_setve ( simplex , ihigh , fr , xr.' )
+            step = "reflection";
+        else
+            // Reflect / xnext
+            xnext = optimsimplex_getx ( simplex , inext ).';
+            fnext = optimsimplex_getfv ( simplex , inext );
+            xbar2 = optimsimplex_xbar ( simplex , inext ).';
+            if ( verbose == 1 ) then
+                this = neldermead_log (this,sprintf("xbar2="+_strvec(xbar2)+""));
+            end
+            xr2 = neldermead_interpolate ( xbar2 , xnext , this.rho );
+            [ this.optbase , fr2 , index ] = optimbase_function ( this.optbase , xr2 , 2 );
+            if ( verbose == 1 ) then
+                this = neldermead_log (this,sprintf("xr2="+_strvec(xr2)+", f(xr2)=%f",fr2));
+            end
+            if ( fr2 < fnext ) then
+                if ( verbose == 1 ) then
+                    this = neldermead_log (this,sprintf("  > Perform reflect / next"));
+                end
+                simplex = optimsimplex_setve ( simplex , inext , fr2 , xr2.' )
+                step = "reflectionnext";
+            else
+                //  Shrink
+                if ( verbose == 1 ) then
+                    this = neldermead_log (this,sprintf("  > Perform Shrink"));
+                end
+                [ simplex , this ] = optimsimplex_shrink ( simplex , costf_transposex , this.sigma , this )
+                step = "shrink";
+            end
+        end
+        //
+        // Sort simplex
+        //
+        simplex = optimsimplex_sort ( simplex );
+    end
+    this.optbase = optimbase_set ( this.optbase , "-xopt" , xlow );
+    this.optbase = optimbase_set ( this.optbase , "-fopt" , flow );
+    this.optbase = optimbase_set ( this.optbase , "-status" , status );
+    this.simplexopt = simplex;
+endfunction
+//
+// neldermead_interpolate --
+//   Computes xi as an interpolation between x1 and x2, with factor as :
+//     xi = (1+fac)x1 - fac x2
+//
+function xi = neldermead_interpolate ( x1 , x2 , fac )
+    xi = (1 + fac)*x1 - fac*x2;
+endfunction
+
+//
+// neldermead_termination --
+//   Returns 1 if the algorithm terminates.
+//   Returns 0 if the algorithm must continue.
+// Arguments
+//   this : the current object
+//   fvinitial : initial function value
+//   newfvmean, oldfvmean : the old and new function value average on the simplex
+//   previousxopt : the previous value of x
+//   currentxopt : the current value of x
+//   simplex : the simplex
+//     The best point in the simplex is expected to be stored at 1
+//     The worst point in the simplex is expected to be stored at n+1
+//   terminate : %t if the algorithm terminates, %f if the algorithm must continue.
+//   this.status : termination status
+//     "continue"
+//     "maxiter"
+//     "maxfuneval"
+//     "tolf"
+//     "tolx"
+//     "tolsize"
+//     "tolsizedeltafv"
+//     "kelleystagnation"
+//     "tolboxf"
+//     "tolvariance"
+// Notes
+//   Use the function average on the simplex instead of the best function value.
+//   This is because the function average changes at each iteration.
+//   Instead, the best function value as a step-by-step evolution and may not
+//   change in 2 iterations, leading to astop of the algorithm.
+// TODO : set the fvinitial, oldfvmean, newfvmean.
+//
+function [ this , terminate , status ] = neldermead_termination (this , ...
+    fvinitial , oldfvmean , newfvmean , previousxopt , currentxopt , ...
+    simplex )
+    terminate = %f;
+    status = "continue";
+    verbose = optimbase_cget ( this.optbase , "-verbose" )
+    //
+    // Termination Criteria from parent optimization class
+    //
+    [ this.optbase , terminate , status ] = optimbase_terminate ( this.optbase , ...
+    fvinitial , newfvmean , previousxopt , currentxopt );
+    //
+    // Criteria #6 : simplex absolute + relative size
+    //
+    if ( ~terminate ) then
+        if ( this.tolsimplexizemethod ) then
+            ssize = optimsimplex_size ( simplex , "sigmaplus" );
+            tolsa = this.tolsimplexizeabsolute;
+            tolsr = this.tolsimplexizerelative;
+            ssize0 = this.simplexsize0;
+            if ( verbose == 1 ) then
+                this.optbase = optimbase_stoplog  ( this.optbase,sprintf("  > simplex size=%s < %s + %s * %s",...
+                string(ssize), string(tolsa) , string(tolsr) , string(ssize0) ));
+            end
+            if ( ssize < tolsa + tolsr * ssize0 ) then
+                terminate = %t;
+                status = "tolsize";
+            end
+        end
+    end
+    //
+    // Criteria #7 : simplex absolute size + difference in function values (Matlab-like)
+    //
+    if ( ~terminate ) then
+        if ( this.tolssizedeltafvmethod ) then
+            ssize = optimsimplex_size ( simplex , "sigmaplus" );
+            if ( verbose == 1 ) then
+                this.optbase = optimbase_stoplog  ( this.optbase,sprintf("  > simplex size=%s < %s",...
+                string(ssize), string(this.tolsimplexizeabsolute)));
+            end
+            shiftfv = abs(optimsimplex_deltafvmax( simplex ))
+            if ( verbose == 1 ) then
+                this.optbase = optimbase_stoplog  ( this.optbase,sprintf("  > abs(fv(n+1) - fv(1))=%s < toldeltafv=%s",...
+                string(shiftfv), string(this.toldeltafv)));
+            end
+            if ( ( ssize < this.tolsimplexizeabsolute ) & ( shiftfv < this.toldeltafv ) ) then
+                terminate = %t;
+                status = "tolsizedeltafv";
+            end
+        end
+    end
+    //
+    // Criteria #8 : Kelley stagnation, based on
+    // a sufficient decrease condition
+    //
+    if ( ~terminate ) then
+        if ( this.kelleystagnationflag ) then
+            [ sg , this ] = optimsimplex_gradientfv ( simplex , neldermead_costf , "forward" , this );
+            nsg = sg.' * sg;
+            if ( verbose == 1 ) then
+                sgstr = _strvec(sg);
+                this.optbase = optimbase_stoplog ( this.optbase , sprintf ( "Test Stagnation : nsg = %s, sg = [%s]", ...
+                string(nsg) , sgstr ) );
+                this.optbase = optimbase_stoplog ( this.optbase , ...
+                sprintf ( "Test Stagnation : newfvmean=%s >= oldfvmean=%s - %s * %s" , ....
+                string(newfvmean), string(oldfvmean) , string(this.kelleyalpha) , string(nsg) ) );
+            end
+            if ( newfvmean >= oldfvmean - this.kelleyalpha * nsg ) then
+                terminate = %t;
+                status = "kelleystagnation";
+            end
+        end
+    end
+    //
+    // Criteria #9 : Box termination criteria
+    // The number of consecutive time that an absolute tolerance on
+    // function value is met.
+    // From Algorithm 454, the tolerance is the difference between the
+    // max and the min function values in the simplex.
+    //
+    if ( ~terminate ) then
+        if ( this.boxtermination ) then
+            shiftfv = abs(optimsimplex_deltafvmax( simplex ))
+            if ( verbose == 1 ) then
+                this.optbase = optimbase_stoplog ( this.optbase , ...
+                sprintf ( "Test Box : shiftfv=%s < boxtolf=%s" , ...
+                string(shiftfv) , string(this.boxtolf) ) );
+            end
+            if ( shiftfv < this.boxtolf ) then
+                this.boxkount = this.boxkount + 1
+                if ( verbose == 1 ) then
+                    this.optbase = optimbase_stoplog ( this.optbase , ...
+                    sprintf ( "Test Box : boxkount=%d == boxnbmatch=%d" , ...
+                    this.boxkount , this.boxnbmatch ) );
+                end
+                if ( this.boxkount == this.boxnbmatch ) then
+                    terminate = %t
+                    status = "tolboxf"
+                end
+            else
+                this.boxkount = 0
+            end
+        end
+    end
+    //
+    // Obsolete option: maintain for backward compatibility
+    // Criteria #10 : variance of function values
+    //
+    if ( ~terminate ) then
+        if ( this.tolvarianceflag ) then
+            var = optimsimplex_fvvariance ( simplex )
+            if ( verbose == 1 ) then
+                this.optbase = optimbase_stoplog ( this.optbase , ...
+                sprintf ( "Test tolvariance : %s < %s" , ...
+                string(var) , string(this.tolabsolutevariance) ) );
+            end
+            if ( var < this.tolrelativevariance * this.variancesimplex0 + this.tolabsolutevariance ) then
+                terminate = %t
+                status = "tolvariance"
+            end
+        end
+    end
+    //
+    // Obsolete option: maintain for backward compatibility
+    // Criteria #11 : user-defined criteria
+    //
+    if ( ~terminate ) then
+        if ( this.myterminateflag ) then
+            [ this , term , stat ] = this.myterminate ( this , simplex )
+            if ( term ) then
+                terminate = term
+                status = stat
+            end
+        end
+    end
+    //
+    // A verbose message
+    //
+    if ( verbose == 1 ) then
+        this.optbase = optimbase_stoplog (this.optbase,sprintf("  > Terminate = %s, status = %s",...
+        string(terminate) , status ));
+    end
+endfunction
+
+
+//
+// neldermead_outputcmd --
+//   Calls back user's output command
+// Arguments
+//   this : the current object
+//   state : the state of the algorithm,
+//     "init", "done", "iter"
+//   simplex : the current simplex
+//   step : the type of step performed during the iteration
+//     "init", "done", "reflection", "expansion", "insidecontraction", "outsidecontraction"
+//     "reflectionnext", "shrink"
+//   stop : set to true to stop algorithm
+//
+function stop = neldermead_outputcmd ( this, ...
+    state , simplex , step )
+    outputcmd = optimbase_cget ( this.optbase , "-outputcommand" );
+    if typeof(outputcmd) <> "string" then
+        brutedata = optimbase_outstruct ( this.optbase );
+        data = tlist(["T_NMDATA",...
+        "x","fval","iteration","funccount",...
+        "simplex" , "step" ]);
+        data.x = brutedata.x;
+        data.fval = brutedata.fval;
+        data.iteration = brutedata.iteration;
+        data.funccount = brutedata.funccount;
+        data.simplex = simplex;
+        data.step = step;
+        stop = optimbase_outputcmd ( this.optbase , state , data );
+    else
+        stop = %f
+    end
+endfunction
+//
+// neldermead_storehistory --
+//   Stores the history into the data structure.
+// Arguments, input
+//   this : current object
+//   n : the number of unknown parameters
+//   fopt : the current value of the function at optimum
+//   xopt : arrary with size n, current optimum
+//   xcoords : array with size n x n+1, coordinates of the n+1 vertices
+//
+function this = neldermead_storehistory ( this , n , fopt , xopt , xcoords )
+    storehistory = optimbase_cget ( this.optbase , "-storehistory" );
+    iterations = optimbase_get ( this.optbase , "-iterations" );
+    if ( storehistory ) then
+        this.optbase = optimbase_histset ( this.optbase , iterations , "-fopt" , fopt );
+        this.optbase = optimbase_histset ( this.optbase , iterations , "-xopt" , xopt(1:n) );
+        this.historysimplex ( iterations , 1:n+1,1:n) = xcoords(1:n+1,1:n);
+    end
+endfunction
+
+//
+// neldermead_istorestart --
+//   Returns 1 if the optimization is to restart.
+// Arguments
+//   istorestart : %t of the optimization is to restart.
+//
+function [ this , istorestart ] = neldermead_istorestart ( this )
+    status = optimbase_get ( this.optbase , "-status" );
+    if ( status =="maxfuneval" ) then
+        istorestart = %f
+        return
+    end
+    select this.restartdetection
+    case "oneill"
+        [ this , istorestart ] = neldermead_isroneill ( this )
+    case "kelley"
+        [ this , istorestart ] = neldermead_isrkelley ( this )
+    else
+        errmsg = msprintf(gettext("%s: Unknown restart detection %s"),"neldermead_istorestart", this.restartdetection)
+        error(errmsg)
+    end
+endfunction
+//
+// neldermead_isrkelley--
+//   Returns 1 if the optimization is to restart.
+//   Use kelleystagnation as a criteria for restart.
+// Arguments
+//   istorestart : %t of the optimization is to restart.
+//
+function [ this , istorestart ] = neldermead_isrkelley ( this )
+    istorestart = %f
+    if ( this.kelleystagnationflag ) then
+        status = optimbase_get ( this.optbase , "-status" );
+        if ( status =="kelleystagnation" ) then
+            istorestart = %t
+        end
+    end
+endfunction
+//
+// neldermead_isroneill --
+//   Returns 1 if the optimization is to restart.
+//   Use O'Neill method as a criteria for restart.
+//   It is an axis by axis search for optimality.
+// Arguments
+//   xopt : the optimum, as a st of n values
+//   fopt : function value at optimum
+//   eps : a small value
+//   step : a list of n values, representing
+//     the "size" of each parameter
+//   istorestart : %t if the optimization is to restart.
+//
+function [ this , istorestart ] = neldermead_isroneill ( this )
+    n = optimbase_cget ( this.optbase , "-numberofvariables" );
+    //
+    // If required, make a vector step from the scalar step
+    //
+    defaultstep = this.restartstep;
+    steprows = size ( defaultstep , "r" );
+    if ( steprows == 1 ) then
+        step = defaultstep * ones(n,1);
+    else
+        step = defaultstep;
+    end
+    restarteps = this.restarteps;
+
+    x = optimbase_get ( this.optbase , "-xopt" );
+    fopt = optimbase_get ( this.optbase , "-fopt" );
+    verbose = optimbase_cget ( this.optbase , "-verbose" )
+
+    if ( verbose ) then
+        this = neldermead_log (this,sprintf("================================================================="));
+        this = neldermead_log (this, sprintf ( "O''Neill Restart\n") );
+        this = neldermead_log (this, sprintf ( "Using step [%s]" , _strvec(step) ) );
+    end
+
+    istorestart = %f
+    for ix = 1:n
+        stepix = step ( ix )
+        del = stepix * restarteps
+        xix =  x ( ix )
+        x ( ix ) = xix + del
+        [ this.optbase , fv , index ] = optimbase_function ( this.optbase , x , 2 )
+        if ( fv < fopt ) then
+            istorestart = %t
+            if ( verbose ) then
+                this = neldermead_log (this, sprintf ( "Must restart because fv=%s at [%s] is lower than fopt=%s" , ...
+                string(fv) , _strvec(x) , string(fopt)) );
+            end
+            break
+        end
+        x ( ix ) = xix - del
+        [ this.optbase , fv , index ] = optimbase_function ( this.optbase , x , 2 )
+        if ( fv < fopt ) then
+            istorestart = %t
+            if ( verbose ) then
+                this = neldermead_log (this, sprintf( "Must restart because fv=%s at [%s] is lower than fopt=%s" , ...
+                string(fv) , _strvec(x) , string(fopt)) );
+            end
+            break
+        end
+        x ( ix ) = xix
+    end
+endfunction
+
+//
+// neldermead_startup --
+//   Startup the algorithm.
+//   Computes the initial simplex, depending on the -simplex0method.
+//
+function this = neldermead_startup (this)
+    //
+    // 0. Check that the cost function is correctly connected
+    // Note: this call to the cost function is not used, but helps the
+    // user while he is tuning his object.
+    if ( this.checkcostfunction ) then
+        this.optbase = optimbase_checkcostfun ( this.optbase );
+    end
+    //
+    // 1. If the problem has bounds, check that they are consistent
+    [ this.optbase , hasbounds ] = optimbase_hasbounds ( this.optbase );
+    if ( hasbounds ) then
+        this.optbase = optimbase_checkbounds ( this.optbase );
+    end
+    //
+    // 2. Get the initial guess and compute the initial simplex
+    x0 = optimbase_cget ( this.optbase , "-x0" );
+    select this.simplex0method
+    case "given" then
+        [ simplex0 , this ] = optimsimplex_new ( this.coords0 , [] , this );
+    case "axes" then
+        [ simplex0 , this ] = optimsimplex_new ( "axes" , ...
+        x0.' , [] , this.simplex0length , this );
+    case "spendley" then
+        [ simplex0 , this ] = optimsimplex_new ( "spendley" , ...
+        x0.' , [] , this.simplex0length , this );
+    case "pfeffer" then
+        [ simplex0 , this ] = optimsimplex_new ( "pfeffer" , ...
+        x0.' , [] , this.simplex0deltausual , ...
+        this.simplex0deltazero , this );
+    case "randbounds" then
+        if ( this.boxnbpoints == "2n" ) then
+            this.boxnbpointseff = 2 * this.optbase.numberofvariables;
+        else
+            this.boxnbpointseff = this.boxnbpoints;
+        end
+        if ( ~hasbounds ) then
+            error ( msprintf(gettext("%s: Randomized bounds initial simplex is not available without bounds." ), "neldermead_startup"))
+        end
+        [ simplex0 , this ] = optimsimplex_new ( "randbounds" , x0.' , ...
+        [] , this.optbase.boundsmin , this.optbase.boundsmax , ...
+        this.boxnbpointseff  , this );
+    else
+        errmsg = msprintf(gettext("%s: Unknown value %s for -simplex0method option"), "neldermead_startup", this.simplex0method);
+        error(errmsg);
+    end
+    //
+    // 3. Scale the initial simplex into the bounds and the nonlinear inequality constraints, if any
+    [ this.optbase , hasnlcons ] = optimbase_hasnlcons ( this.optbase );
+    if ( hasbounds | hasnlcons ) then
+        // Check that initial guess is feasible
+        [ this.optbase , isfeasible ] = optimbase_isfeasible ( this.optbase , x0 );
+        if ( isfeasible <> 1 ) then
+            error ( msprintf ( gettext ( "%s: Initial guess [%s] is not feasible." ) , "neldermead_startup" , _strvec ( x0 ) ) )
+        end
+        this = neldermead_log (this,sprintf("Scaling initial simplex into nonlinear inequality constraints..."));
+        select this.scalingsimplex0
+        case "tox0" then
+            [ this , simplex0 ] = neldermead_scaletox0 ( this , simplex0 );
+        case "tocenter" then
+            [ this , simplex0 ] = neldermead_scaletocenter ( this , simplex0 );
+        else
+            errmsg = msprintf(gettext("%s: Unknown value %s for -scalingsimplex0 option"),"neldermead_startup", this.scalingsimplex0 );
+            error(errmsg);
+        end
+    end
+    //
+    // 4. Compute the function values
+    nbve = optimsimplex_getnbve ( simplex0 );
+    for ive = 1 : nbve
+        // Transpose, because optimsimplex returns row vectors
+        x = optimsimplex_getx ( simplex0 , ive ).';
+        if ( hasnlcons ) then
+            [ this.optbase , fv , c , index ] = optimbase_function ( this.optbase , x , 2 );
+        else
+            [ this.optbase , fv , index ] = optimbase_function ( this.optbase , x , 2 );
+        end
+        // Transpose xp, which is a column vector
+        simplex0 = optimsimplex_setve ( simplex0 , ive , fv , x.' );
+    end
+    //
+    // 5. Store the simplex
+    this.simplex0 = optimsimplex_destroy ( this.simplex0 );
+    this.simplex0 = simplex0;
+    this.simplexsize0 = optimsimplex_size ( simplex0 );
+    //
+    // 6. Store initial data into the base optimization component
+    fx0 = optimsimplex_getfv ( this.simplex0 , 1 );
+    this.optbase = optimbase_set ( this.optbase , "-fx0" , fx0 );
+    this.optbase = optimbase_set ( this.optbase , "-xopt" , x0 );
+    this.optbase = optimbase_set ( this.optbase , "-fopt" , fx0 );
+    this.optbase = optimbase_set ( this.optbase , "-iterations" , 0 );
+    //
+    // 7. Initialize the termination criteria
+    this = neldermead_termstartup ( this );
+endfunction
+//
+// neldermead_scaletox0 --
+//   Scale the simplex into the
+//   nonlinear inequality constraints, if any.
+//   Scale toward x0, which is feasible.
+//   Do not update the function values.
+// Arguments
+//   simplex0 : the initial simplex
+//
+function [ this , simplex0 ] = neldermead_scaletox0 ( this , simplex0 )
+    [ this.optbase , hasnlcons ] = optimbase_hasnlcons ( this.optbase );
+    nbve = optimsimplex_getnbve ( simplex0 );
+    x0 = optimbase_cget ( this.optbase , "-x0" );
+    for ive = 2 : nbve
+        // Transpose, because optimsimplex returns row vectors
+        x = optimsimplex_getx ( simplex0 , ive ).';
+        this = neldermead_log (this,sprintf("Scaling vertex #%d/%d at ["+...
+        _strvec(x)+"]... " , ive , nbve ));
+        // Transpose x into a row vector
+        [ this , status , xp ] = _scaleinconstraints ( this , x , x0 );
+        if ( ~status ) then
+            lclmsg = gettext("%s: Impossible to scale the vertex #%d/%d at [%s] into inequality constraints")
+            errmsg = msprintf(lclmsg, ...
+            "neldermead_startup", ive , nbve , _strvec(x));
+            error(errmsg);
+        end
+        if ( or ( x <> xp ) ) then
+            // Transpose xp, which is a column vector
+            simplex0 = optimsimplex_setx ( simplex0 , ive , xp.' );
+        end
+    end
+endfunction
+//
+// neldermead_scaletocenter --
+//   Scale the simplex into the
+//   nonlinear inequality constraints, if any.
+//   Scale to the centroid of the points
+//   which satisfy the constraints.
+//   Do not update the function values.
+// Notes
+//   This is Box's method for scaling.
+//   It is unsure, since the centroid of the points
+//   which satisfy the constraints may not be feasible.
+// Arguments
+//
+//
+function [ this , simplex0 ] = neldermead_scaletocenter ( this , simplex0 , x0 )
+    [ this.optbase , hasnlcons ] = optimbase_hasnlcons ( this.optbase );
+    nbve = optimsimplex_getnbve ( simplex0 );
+    for ive = 2 : nbve
+        xref = optimsimplex_xbar ( simplex0 , ive:nbve ).';
+        // Transpose, because optimsimplex returns row vectors
+        x = optimsimplex_getx ( simplex0 , ive ).';
+        this = neldermead_log (this,sprintf("Scaling vertex #%d/%d at ["+...
+        _strvec(x)+"]... " , ive , nbve ));
+        // Transpose x into a row vector
+        [ this , status , xp ] = _scaleinconstraints ( this , x , xref );
+        if ( ~status ) then
+            errmsg = msprintf(gettext("%s: Impossible to scale the vertex #%d/%d at [%s] into inequality constraints"), ...
+            "neldermead_startup", ive , nbve , _strvec(x));
+            error(errmsg);
+        end
+        if ( or ( x <> xp ) ) then
+            // Transpose xp, which is a column vector
+            simplex0 = optimsimplex_setx ( simplex0 , ive , xp.' );
+        end
+    end
+endfunction
+//
+// neldermead_termstartup --
+//   Initialize Kelley's stagnation detection system when normalization is required,
+//   by computing kelleyalpha.
+//   If the simplex gradient is zero, then
+//   use alpha0 as alpha.
+// Arguments
+//   status : the status after the failing
+//     optimization process
+//   simplex : the simplex computed at the end of the failing
+//     optimization process
+//
+function this = neldermead_termstartup ( this )
+    //
+    // Criteria #8 : Kelley stagnation, based on
+    // a sufficient decrease condition
+    //
+    if ( this.kelleystagnationflag ) then
+        if ( ~this.kelleynormalizationflag ) then
+            this.kelleyalpha = this.kelleystagnationalpha0
+        else
+            [sg,this] = optimsimplex_gradientfv ( this.simplex0 , neldermead_costf , "forward" , this )
+            nsg = sg.' * sg
+            sigma0 = optimsimplex_size ( this.simplex0 , "sigmaplus" )
+            if nsg==0.0 then
+                this.kelleyalpha = this.kelleystagnationalpha0
+            else
+                this.kelleyalpha = this.kelleystagnationalpha0 * sigma0 / nsg
+            end
+        end
+        this = neldermead_log (this,sprintf("Test Stagnation Kelley : alpha0 = %s", string(this.kelleyalpha)));
+    end
+    //
+    // Criteria #10 : variance of function values
+    //
+    if ( this.tolvarianceflag ) then
+        this.variancesimplex0 = optimsimplex_fvvariance ( this.simplex0 )
+    end
+endfunction
+//
+// _scaleinconstraints --
+//   Given a point to scale and a reference point which satisfies the constraints,
+//   scale the point towards the reference point until it satisfies all the constraints.
+//   Returns isscaled = %T if the procedure has succeded before -boxnbnlloops
+//   Returns isscaled = %F if the procedure has failed after -boxnbnlloops
+//   iterations.
+// Arguments
+//   x : the point to scale
+//   xref : the reference point
+//   isscaled : %T or %F
+//   p : scaled point
+//
+function [ this , isscaled , p ] = _scaleinconstraints ( this , x , xref )
+    p = x
+    [ this.optbase , hasbounds ] = optimbase_hasbounds ( this.optbase );
+    nbnlc = optimbase_cget ( this.optbase , "-nbineqconst" )
+    //
+    // 1. No bounds, no nonlinear inequality constraints
+    // => no problem
+    //
+    if ( ( hasbounds == %f ) & ( nbnlc == 0 ) ) then
+        isscaled = %T
+        return;
+    end
+    //
+    // 2. Scale into bounds
+    //
+    if ( hasbounds ) then
+        [ this.optbase , p ] = optimbase_proj2bnds ( this.optbase ,  p );
+        this = neldermead_log (this,sprintf(" > After projection into bounds p = [%s]" , ...
+        _strvec(p)));
+    end
+    //
+    // 3. Scale into non linear constraints
+    // Try the current point and see if the constraints are satisfied.
+    // If not, move the point "halfway" to the centroid,
+    // which should satisfy the constraints, if
+    // the constraints are convex.
+    // Perform this loop until the constraints are satisfied.
+    // If all loops have been performed without success, the scaling
+    // has failed.
+    //
+    isscaled = %F
+    alpha = 1.0
+    p0 = p
+    while ( alpha > this.guinalphamin )
+        [ this.optbase , feasible ] = optimbase_isinnonlincons ( this.optbase , p );
+        if ( feasible ) then
+            isscaled = %T;
+            break;
+        end
+        alpha = alpha * this.boxineqscaling
+        this = neldermead_log (this,sprintf("Scaling inequality constraint with alpha = %s", ...
+        string(alpha)));
+        p = ( 1.0 - alpha ) * xref + alpha * p0;
+    end
+    this = neldermead_log (this,sprintf(" > After scaling into inequality constraints p = [%s]" , ...
+    _strvec(p) ) );
+    if ( ~isscaled ) then
+        this = neldermead_log (this,sprintf(" > Impossible to scale into constraints after %d loops" , ...
+        this.optbase.nbineqconst ));
+    end
+endfunction
+//
+// neldermead_logsummary --
+//   At each iteration, prints this iteration summary.
+//
+function this = neldermead_logsummary ( this, iter,xlow,flow,currentcenter,simplex )
+    deltafv = abs(optimsimplex_deltafvmax ( simplex ));
+    totaliter = optimbase_get ( this.optbase , "-iterations" );
+    funevals = optimbase_get ( this.optbase , "-funevals" );
+    ssize = optimsimplex_size ( simplex )
+    this = neldermead_log (this,sprintf("================================================================="));
+    this = neldermead_log (this,sprintf("Iteration #%d (total = %d)",iter,totaliter));
+    this = neldermead_log (this,sprintf("Function Eval #%d",funevals));
+    this = neldermead_log (this,sprintf("Xopt : [%s]",_strvec(xlow)));
+    this = neldermead_log (this,sprintf("Fopt : %s",string(flow)));
+    this = neldermead_log (this,sprintf("DeltaFv : %s",string(deltafv)));
+    this = neldermead_log (this,sprintf("Center : [%s]",_strvec(currentcenter)));
+    this = neldermead_log (this,sprintf("Size : %s",string(ssize)));
+    str = string ( simplex )
+    for i = 1:size(str,"*")
+        this = neldermead_log (this,str(i));
+    end
+endfunction
+
+//
+// neldermead_box --
+//   The Nelder-Mead algorithm, with variable-size simplex
+//   and modifications by Box for bounds and
+//   inequality constraints.
+//
+function this = neldermead_box ( this )
+    // Check settings correspond to algo
+    [ this.optbase , hascons ] = optimbase_hasconstraints ( this.optbase );
+    if ( ~hascons ) then
+        errmsg = msprintf(gettext("%s: Problem has no constraints, but Box algorithm is designed for them."), "neldermead_box")
+        error(errmsg)
+    end
+    verbose = optimbase_cget ( this.optbase , "-verbose" )
+    //
+    // Order the vertices for the first time
+    //
+    simplex = this.simplex0;
+    n = optimbase_cget ( this.optbase , "-numberofvariables" );
+    fvinitial = optimbase_get ( this.optbase , "-fx0" );
+    // Sort function values and x points by increasing function value order
+    this = neldermead_log (this,"Step #1 : order");
+    simplex = optimsimplex_sort ( simplex );
+    // Transpose, because optimsimplex returns row vectors
+    currentcenter = optimsimplex_center ( simplex ).';
+    currentxopt = optimbase_cget ( this.optbase , "-x0" );
+    newfvmean = optimsimplex_fvmean ( simplex );
+    nbve = optimsimplex_getnbve ( simplex );
+    ihigh = nbve;
+    inext = ihigh - 1
+    ilow = 1
+    [ this.optbase , hasbounds ] = optimbase_hasbounds ( this.optbase );
+    nbnlc = optimbase_cget ( this.optbase , "-nbineqconst" )
+    rho = this.boxreflect;
+    //
+    // Initialize
+    //
+    terminate = %f;
+    iter = 0;
+    step = "init";
+    //
+    // Nelder-Mead Loop
+    //
+    while ( ~terminate )
+        this.optbase = optimbase_incriter ( this.optbase );
+        iter = iter + 1;
+        xlow = optimsimplex_getx ( simplex , ilow ).'
+        flow = optimsimplex_getfv ( simplex , ilow )
+        xhigh = optimsimplex_getx ( simplex , ihigh ).'
+        fhigh = optimsimplex_getfv ( simplex , ihigh )
+        xn = optimsimplex_getx ( simplex , inext ).'
+        fn = optimsimplex_getfv ( simplex , inext )
+        //
+        // Store history
+        //
+        xcoords = optimsimplex_getallx ( simplex )
+        this = neldermead_storehistory ( this , n , flow , xlow , xcoords );
+        currentfopt = flow;
+        previousxopt = currentxopt;
+        currentxopt = xlow;
+        previouscenter = currentcenter;
+        currentcenter = optimsimplex_center ( simplex ).';
+        oldfvmean = newfvmean;
+        newfvmean = optimsimplex_fvmean ( simplex );
+        if ( verbose == 1 ) then
+            this = neldermead_logsummary ( this, iter,xlow,flow,currentcenter,simplex);
+        end
+        this.optbase = optimbase_set ( this.optbase , "-xopt" , xlow );
+        this.optbase = optimbase_set ( this.optbase , "-fopt" , flow );
+        stop = neldermead_outputcmd ( this, "iter" , simplex , step )
+        if ( stop ) then
+            status = "userstop"
+            if ( verbose == 1 ) then
+                this = neldermead_log (this,sprintf("Terminate by user''s request"));
+            end
+            break
+        end
+
+        //
+        // Update termination flag
+        //
+        if ( iter > 1 ) then
+            [ this , terminate , status ] = neldermead_termination (this , ...
+            fvinitial , oldfvmean , newfvmean , previouscenter , currentcenter , simplex );
+            if ( terminate ) then
+                if ( verbose == 1 ) then
+                    this = neldermead_log (this,sprintf("Terminate with status : %s",status));
+                end
+                break
+            end
+        end
+        //
+        // Compute xbar, center of better vertices
+        //
+        if ( verbose == 1 ) then
+            this = neldermead_log (this,sprintf("Reflect"));
+        end
+        xbar = optimsimplex_xbar ( simplex ).';
+        if ( verbose == 1 ) then
+            this = neldermead_log (this,sprintf("xbar=[%s]" , _strvec(xbar)));
+        end
+        //
+        // Search a point improving cost function
+        // and satisfying constraints.
+        //
+        [ this , scaled , xr , fr ] = _boxlinesearch ( this , n , xbar , xhigh , fhigh , rho );
+        if ( scaled == %f ) then
+            status = "impossibleimprovement"
+            break
+        end
+        if ( verbose == 1 ) then
+            this = neldermead_log (this,sprintf("xr=[%s], f(xr)=%f", _strvec(xr) , fr));
+            this = neldermead_log (this,sprintf("  > Perform Reflection"));
+        end
+        simplex = optimsimplex_setve ( simplex , ihigh , fr , xr.' )
+        step = "boxreflection";
+        //
+        // Sort simplex
+        //
+        if ( verbose == 1 ) then
+            this = neldermead_log (this,sprintf("Sort"));
+        end
+        simplex  = optimsimplex_sort ( simplex );
+    end
+    this.optbase = optimbase_set ( this.optbase , "-xopt" , xlow );
+    this.optbase = optimbase_set ( this.optbase , "-fopt" , flow );
+    this.optbase = optimbase_set ( this.optbase , "-status" , status );
+    this.simplexopt = simplex;
+endfunction
+
+//
+// _strvec --
+//  Returns a string for the given vector.
+//
+function str = _strvec ( x )
+    str = strcat(string(x)," ")
+endfunction
+//
+// _boxlinesearch --
+//   For Box's method, perform a line search
+//   from xbar, on the line (xhigh,xbar) and returns:
+//   status : %t if the search is successful,
+//            status=%f if the search failed.
+//   xr : the reflected, scaled point
+//   fr : the function value. fr=f(xr) if the search successful,
+//        fr is Nan if the search failed.
+//   The reflected point satisfies the following
+//   constraints :
+//   * fr < fhigh
+//   * xr satisfies the bounds constraints
+//   * xr satisfies the nonlinear positive inequality constraints
+//   * xr satisfies the linear positive inequality constraints
+//   The method is based on projection and scaling toward the centroid xbar.
+//
+// Arguments
+//   n : number of variables
+//   xbar : the centroid
+//   xhigh : the high point
+//   fhigh : function value at xhigh
+//   rho : reflection factor
+//
+function [ this , status , xr , fr ] = _boxlinesearch ( this , n , xbar , xhigh , fhigh , rho )
+    if ( verbose == 1 ) then
+        this = neldermead_log (this,"_boxlinesearch");
+        this = neldermead_log (this, sprintf ("> xhigh=[%s], fhigh=%s",_strvec(xhigh),string(fhigh)));
+        this = neldermead_log (this, sprintf ("> xbar=[%s]" , _strvec(xbar) ) );
+    end
+    xr = neldermead_interpolate ( xbar , xhigh , rho );
+    if ( verbose == 1 ) then
+        this = neldermead_log (this, sprintf ( "> xr = [%s]" , _strvec ( xr ) ) );
+    end
+    alphamin = this.guinalphamin
+    [ this.optbase , hasnlcons ] = optimbase_hasnlcons ( this.optbase );
+    //
+    // The algorithm has 3 steps:
+    // 1. scale for bounds (cannot fail)
+    // 2. scale for nonlinear constraints (may fail)
+    // 3. scale for function improvement (may fail)
+    //
+    // 1. Project xr into bounds, with an additional alpha inside the bounds.
+    // This algo is always succesful.
+    // Note:
+    //   If the alpha coefficient was not used, the
+    //   projectinbounds method could be used directly.
+    //
+    [ this.optbase , hasbounds ] = optimbase_hasbounds ( this.optbase );
+    if ( hasbounds ) then
+        boxboundsalpha = this.boxboundsalpha;
+        boundsmax = optimbase_cget ( this.optbase , "-boundsmax" );
+        boundsmin = optimbase_cget ( this.optbase , "-boundsmin" );
+        for ix = 1:n
+            xmin = boundsmin ( ix );
+            xmax = boundsmax ( ix );
+            xrix = xr ( ix );
+            if ( xrix > xmax ) then
+                xr ( ix ) = xmax - boxboundsalpha;
+            elseif ( xrix < xmin ) then
+                xr ( ix ) = xmin + boxboundsalpha;
+            end
+        end
+    end
+    //
+    // 2. Scale from xr to xbar into nonlinear inequality constraints
+    // and update xr.
+    // Set status to %f if the process fails, set status=%t if it succeeds.
+    //
+    nbnlc = optimbase_cget ( this.optbase , "-nbineqconst" );
+    if ( nbnlc == 0 ) then
+        status = %t
+    else
+        status = %f;
+        alpha = 1.0;
+        xr0 = xr;
+        while ( alpha > alphamin )
+            [ this.optbase , feasible ] = optimbase_isinnonlincons ( this.optbase , xr );
+            if ( feasible ) then
+                status = %t;
+                break
+            end
+            alpha = alpha * this.boxineqscaling;
+            xr = ( 1.0 - alpha ) * xbar + alpha * xr0;
+        end
+    end
+    // If scaling failed, returns immediately
+    // (there is no need to update the function value).
+    if ( ~status ) then
+        fr = %nan
+        return
+    end
+    //
+    // 3. Scale from xr toward xbar until fr < fhigh.
+    //
+    status = %f;
+    xr0 = xr
+    alpha = 1.0
+    while ( alpha > alphamin )
+        if ( hasnlcons ) then
+            [ this.optbase , fr , cr , index ] = optimbase_function ( this.optbase , xr , 2 );
+        else
+            [ this.optbase , fr , index ] = optimbase_function ( this.optbase , xr , 2 );
+        end
+        if ( fr < fhigh ) then
+            status = %t;
+            break
+        end
+        alpha = alpha * this.boxineqscaling;
+        xr = ( 1.0 - alpha ) * xbar + alpha * xr0;
+    end
+    // If the scaling for function improvement has failed,
+    // we return.
+    if ( ~status ) then
+        fr = %nan
+        return;
+    end
+endfunction
+//
+// costf_transposex --
+//   Call the cost function and return the value.
+//   Transpose the value of x, so that the input row vector,
+//   given by optimsimplex, is transposed into a column vector,
+//   as required by the cost function.
+//
+function [ f , this ] = costf_transposex ( x , this )
+    xt = x.'
+    [ f , this ] = neldermead_costf ( xt , this )
+endfunction
+
+function argin = argindefault ( rhs , vararglist , ivar , default )
+    // Returns the value of the input argument #ivar.
+    // If this argument was not provided, or was equal to the
+    // empty matrix, returns the default value.
+    if ( rhs < ivar ) then
+        argin = default
+    else
+        if ( vararglist(ivar) <> [] ) then
+            argin = vararglist(ivar)
+        else
+            argin = default
+        end
+    end
+endfunction
diff --git a/modules/optimization/macros/neldermead/neldermead_updatesimp.bin b/modules/optimization/macros/neldermead/neldermead_updatesimp.bin
new file mode 100755
index 000000000..3bf970603
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_updatesimp.bin
diff --git a/modules/optimization/macros/neldermead/neldermead_updatesimp.sci b/modules/optimization/macros/neldermead/neldermead_updatesimp.sci
new file mode 100755
index 000000000..f3f433b8c
--- /dev/null
+++ b/modules/optimization/macros/neldermead/neldermead_updatesimp.sci
@@ -0,0 +1,145 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// neldermead_updatesimp --
+//   Update the initial simplex simplex0 for a restart.
+// Arguments
+//   <>
+//
+function this = neldermead_updatesimp ( this )
+    simplex0 = optimsimplex_new ( );
+    xopt = optimbase_get ( this.optbase , "-xopt" );
+    [ this.optbase , hasbounds ] = optimbase_hasbounds ( this.optbase );
+    //
+    // Check the consistency between the initial simplex method
+    // and the restart simplex method.
+    simplex0method = neldermead_cget ( this , "-simplex0method" )
+    restartsimplexmethod = neldermead_cget ( this , "-restartsimplexmethod" )
+    select restartsimplexmethod
+    case "oriented" then
+        // An oriented restart is possible only if the initial simplex has n+1 vertices.
+        if ( simplex0method == "randbounds" ) then
+            lclmsg = gettext("%s: The initial simplex method ""%s"" is not compatible with the restart simplex method ""%s""")
+            errmsg = msprintf(lclmsg, "neldermead_updatesimp", simplex0method, restartsimplexmethod)
+            error(errmsg)
+        end
+    case "axes" then
+
+    case "spendley" then
+
+    case "pfeffer" then
+
+    case "randbounds" then
+        if ( ~hasbounds ) then
+            lclmsg = gettext("%s: Randomized bounds restart simplex is not available without bounds." )
+            errmsg = msprintf ( lclmsg , "neldermead_updatesimp" )
+            error ( errmsg )
+        end
+    else
+        errmsg = msprintf(gettext("%s: Unknown restart simplex method %s"), "neldermead_updatesimp", this.restartsimplexmethod)
+        error(errmsg)
+    end
+    //
+    // Update the simplex
+    select this.restartsimplexmethod
+    case "oriented" then
+        [ simplex0 , this ] = optimsimplex_new ( "oriented" , this.simplexopt , costf_transposex , this );
+    case "axes" then
+        simplex0 = optimsimplex_destroy ( simplex0 )
+        [ simplex0 , this ] = optimsimplex_new ( "axes" , ...
+        xopt.' , costf_transposex , this.simplex0length , this );
+    case "spendley" then
+        simplex0 = optimsimplex_destroy ( simplex0 )
+        [ simplex0 , this ] = optimsimplex_new ( "spendley" , ...
+        xopt.' , costf_transposex , this.simplex0length , this );
+    case "pfeffer" then
+        simplex0 = optimsimplex_destroy ( simplex0 )
+        [ simplex0 , this ] = optimsimplex_new ( "pfeffer" , ...
+        xopt.' , costf_transposex , this.simplex0deltausual , ...
+        this.simplex0deltazero , this );
+    case "randbounds" then
+        if ( this.boxnbpoints=="2n" ) then
+            nbvar=optimbase_cget(this.optbase,"-numberofvariables")
+            this.boxnbpointseff = 2*nbvar
+        else
+            this.boxnbpointseff = this.boxnbpoints
+        end
+        simplex0 = optimsimplex_destroy ( simplex0 )
+        [ simplex0 , this ] = optimsimplex_new ( "randbounds" , xopt.' , ...
+        costf_transposex , this.optbase.boundsmin , this.optbase.boundsmax , ...
+        this.boxnbpointseff  , this )
+    else
+        errmsg = msprintf(gettext("%s: Unknown restart simplex method %s"), "neldermead_updatesimp", this.restartsimplexmethod)
+        error(errmsg)
+    end
+    //
+    // Scale the simplex into the bounds and the nonlinear inequality constraints, if any.
+    // Caution !
+    // The initial simplex may be computed with an "axis-by-axis" simplex,
+    // so that it does not satisfies bounds constraints.
+    // The scaling should therefore take into accounts for bounds.
+    //
+    nbve = optimsimplex_getnbve ( simplex0 );
+    this = neldermead_log (this,"Before scaling:");
+    str = string ( simplex0 )
+    for i = 1:nbve
+        this = neldermead_log (this,str(i));
+    end
+    [ this.optbase , hasnlcons ] = optimbase_hasnlcons ( this.optbase );
+    if ( hasbounds | hasnlcons ) then
+        this = neldermead_log (this,sprintf("Scaling initial simplex into nonlinear inequality constraints..."));
+        nbve = optimsimplex_getnbve ( simplex0 )
+        for ive = 1 : nbve
+            // x is a row vector
+            x = optimsimplex_getx ( simplex0 , ive );
+            this = neldermead_log (this,sprintf("Scaling vertex #%d/%d at [%s]... " , ...
+            ive , nbve , _strvec(x)));
+            // Transpose x because xopt is a column vector : xp is now a column vector
+            [ this , status , xp ] = _scaleinconstraints ( this , x.' , xopt );
+            if ( ~status ) then
+                errmsg = msprintf(gettext("%s: Impossible to scale the vertex #%d/%d at [%s] into inequality constraints"), "neldermead_updatesimp", ...
+                ive , nbve , strcat(string(x)," "));
+                error(errmsg);
+            end
+            if ( or(x <> xp) ) then
+                index = 2
+                if ( hasnlcons ) then
+                    [ this.optbase , fv , c , index ] = optimbase_function ( this.optbase , xp , index );
+                else
+                    [ this.optbase , fv , index ] = optimbase_function ( this.optbase , xp , index );
+                end
+                // Transpose xp because optimsimplex takes row coordinate vectors.
+                simplex0 = optimsimplex_setve ( simplex0 , ive , fv , xp.' )
+            end
+        end
+    end
+    this = neldermead_log (this,"After scaling:");
+    str = string ( simplex0 )
+    for i = 1:nbve
+        this = neldermead_log (this,str(i));
+    end
+    this.simplex0 = optimsimplex_destroy ( this.simplex0 )
+    this.simplex0 = simplex0;
+    this.simplexsize0 = optimsimplex_size ( simplex0 );
+    this.simplex0 = optimsimplex_sort ( this.simplex0 )
+endfunction
+//
+// costf_transposex --
+//   Call the cost function and return the value.
+//   Transpose the value of x, so that the input row vector,
+//   given by optimsimplex, is transposed into a column vector,
+//   as required by the cost function.
+//
+function [ f , this ] = costf_transposex ( x , this )
+    xt = x.'
+    [ f , this ] = neldermead_costf ( xt , this )
+endfunction
+
diff --git a/modules/optimization/macros/neldermead/nmplot_cget.bin b/modules/optimization/macros/neldermead/nmplot_cget.bin
new file mode 100755
index 000000000..817a6bd09
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_cget.bin
diff --git a/modules/optimization/macros/neldermead/nmplot_cget.sci b/modules/optimization/macros/neldermead/nmplot_cget.sci
new file mode 100755
index 000000000..91f36f716
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_cget.sci
@@ -0,0 +1,30 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+
+//
+// nmplot_cget --
+//   Get the value for the given key.
+//   If the key is unknown, generates an error.
+//
+function value = nmplot_cget (this,key)
+    select key
+    case "-simplexfn" then
+        value = this.simplexfn;
+    case "-fbarfn" then
+        value = this.fbarfn;
+    case "-foptfn" then
+        value = this.foptfn;
+    case "-sigmafn" then
+        value = this.sigmafn;
+    else
+        this.nmbase = neldermead_configure ( this.nmbase , key , value )
+    end
+endfunction
diff --git a/modules/optimization/macros/neldermead/nmplot_configure.bin b/modules/optimization/macros/neldermead/nmplot_configure.bin
new file mode 100755
index 000000000..74b62ccd3
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_configure.bin
diff --git a/modules/optimization/macros/neldermead/nmplot_configure.sci b/modules/optimization/macros/neldermead/nmplot_configure.sci
new file mode 100755
index 000000000..8a51218e6
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_configure.sci
@@ -0,0 +1,31 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// nmplot_configure --
+//   Configure nmplot and returns the modified object.
+//
+function this = nmplot_configure (this,key,value)
+    select key
+    case "-simplexfn" then
+        this.simplexfn = value;
+    case "-fbarfn" then
+        this.fbarfn = value;
+    case "-foptfn" then
+        this.foptfn = value;
+    case "-sigmafn" then
+        this.sigmafn = value;
+    case "-outputcommand" then
+        errmsg = msprintf(gettext("%s: Unknown key %s"), "nmplot_configure", key)
+        error(errmsg)
+    else
+        this.nmbase = neldermead_configure ( this.nmbase , key , value )
+    end
+endfunction
diff --git a/modules/optimization/macros/neldermead/nmplot_contour.bin b/modules/optimization/macros/neldermead/nmplot_contour.bin
new file mode 100755
index 000000000..9ceb447a5
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_contour.bin
diff --git a/modules/optimization/macros/neldermead/nmplot_contour.sci b/modules/optimization/macros/neldermead/nmplot_contour.sci
new file mode 100755
index 000000000..788b263a3
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_contour.sci
@@ -0,0 +1,37 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// nmplot_contour --
+//   Plot the contours of the cost function.
+//   The cost function must be a function with two parameters.
+// Arguments
+//   xmin , xmax , ymin , ymax : the bounds for the contour plot
+//   nx , ny : the number of points in the directions x, y
+//   xdata , ydata , zdata : vectors of data, as required by the contour command
+//
+function [ this , xdata , ydata , zdata ] = nmplot_contour ( this , xmin , xmax , ymin , ymax , nx , ny )
+    // Check that there are only 2 parameters
+    n = neldermead_cget ( this.nmbase , "-numberofvariables" );
+    if n <> 2 then
+        errmsg = msprintf(gettext("%s: Unexpected number of variables %d. Cannot draw contour plot for functions which do not have two parameters."),"nmplot_contour",n)
+        error(errmsg)
+    end
+    xdata = linspace(xmin,xmax,nx);
+    ydata = linspace(ymin,ymax,ny);
+    for ix = 1:length(xdata)
+        for iy = 1:length(ydata)
+            experiment = [xdata(ix) ydata(iy)]';
+            [ this.nmbase , fiexp ] = neldermead_function ( this.nmbase , experiment );
+            zdata ( ix , iy ) = fiexp;
+        end
+    end
+endfunction
+
diff --git a/modules/optimization/macros/neldermead/nmplot_destroy.bin b/modules/optimization/macros/neldermead/nmplot_destroy.bin
new file mode 100755
index 000000000..613a4b8d4
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_destroy.bin
diff --git a/modules/optimization/macros/neldermead/nmplot_destroy.sci b/modules/optimization/macros/neldermead/nmplot_destroy.sci
new file mode 100755
index 000000000..968e535e3
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_destroy.sci
@@ -0,0 +1,17 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// nmplot_destroy --
+//   Destroy a Nelder-Mead plot object.
+//
+function this = nmplot_destroy (this)
+    this.nmbase = neldermead_destroy ( this.nmbase )
+endfunction
diff --git a/modules/optimization/macros/neldermead/nmplot_function.bin b/modules/optimization/macros/neldermead/nmplot_function.bin
new file mode 100755
index 000000000..8cf0b0e82
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_function.bin
diff --git a/modules/optimization/macros/neldermead/nmplot_function.sci b/modules/optimization/macros/neldermead/nmplot_function.sci
new file mode 100755
index 000000000..ef9c88689
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_function.sci
@@ -0,0 +1,21 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// nmplot_function --
+//   Call the cost function and return the value.
+// Arguments
+//   x : the point where the function is to be evaluated.
+//   index : a flag to pass to the cost function (default = 1)
+//   f : the cost function
+//
+function [ this , f ] = nmplot_function ( this , x )
+    [ this.nmbase , f ] = neldermead_function ( this.nmbase , x )
+endfunction
diff --git a/modules/optimization/macros/neldermead/nmplot_get.bin b/modules/optimization/macros/neldermead/nmplot_get.bin
new file mode 100755
index 000000000..4e99007ab
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_get.bin
diff --git a/modules/optimization/macros/neldermead/nmplot_get.sci b/modules/optimization/macros/neldermead/nmplot_get.sci
new file mode 100755
index 000000000..88c7b7066
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_get.sci
@@ -0,0 +1,20 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+
+//
+// nmplot_get --
+//   Get the value for the given key.
+//   If the key is unknown, generates an error.
+//
+function value = nmplot_get (this,key)
+    value = neldermead_get ( this.nmbase );
+endfunction
+
diff --git a/modules/optimization/macros/neldermead/nmplot_historyplot.bin b/modules/optimization/macros/neldermead/nmplot_historyplot.bin
new file mode 100755
index 000000000..4e61804c7
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_historyplot.bin
diff --git a/modules/optimization/macros/neldermead/nmplot_historyplot.sci b/modules/optimization/macros/neldermead/nmplot_historyplot.sci
new file mode 100755
index 000000000..f508c16a7
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_historyplot.sci
@@ -0,0 +1,37 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// nmplot_historyplot --
+//  Plots the history from the given data file
+// Arguments
+//  this : the current nmplot object
+//  datafile : the data file which contains the history
+//  mytitle , myxlabel , myylabel : the parameters of the plot
+//
+function nmplot_historyplot ( this , datafile  , mytitle , myxlabel , myylabel )
+    if (~isdef("datafile","local")) then
+        datafile = this.foptfn;
+    end
+    if (~isdef("mytitle","local")) then
+        mytitle = "";
+    end
+    if (~isdef("myxlabel","local")) then
+        myxlabel = "";
+    end
+    if (~isdef("myylabel","local")) then
+        myylabel = "";
+    end
+    exec(datafile,-1);
+    nbiter = size ( history , 1 )
+    plot2d ( history(1:nbiter,1) , history(1:nbiter,2) )
+    xtitle(mytitle,myxlabel,myylabel)
+endfunction
+
diff --git a/modules/optimization/macros/neldermead/nmplot_log.bin b/modules/optimization/macros/neldermead/nmplot_log.bin
new file mode 100755
index 000000000..5b719d21e
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_log.bin
diff --git a/modules/optimization/macros/neldermead/nmplot_log.sci b/modules/optimization/macros/neldermead/nmplot_log.sci
new file mode 100755
index 000000000..1ed9747f7
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_log.sci
@@ -0,0 +1,18 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// nmplot_log --
+//   Prints the given message.
+//
+function this = nmplot_log (this,msg)
+    this.nmbase = neldermead_log ( this.nmbase , msg )
+endfunction
+
diff --git a/modules/optimization/macros/neldermead/nmplot_new.bin b/modules/optimization/macros/neldermead/nmplot_new.bin
new file mode 100755
index 000000000..1ed19e33b
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_new.bin
diff --git a/modules/optimization/macros/neldermead/nmplot_new.sci b/modules/optimization/macros/neldermead/nmplot_new.sci
new file mode 100755
index 000000000..63c628618
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_new.sci
@@ -0,0 +1,32 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// nmplot_new --
+//   Creates a new Nelder - Mead plot object.
+//
+function newobj = nmplot_new ()
+    newobj = tlist(["TNMPLOT",...
+    "simplexfn","fbarfn","foptfn","sigmafn","nmbase",...
+    "simplexhandle","fbarhandle","fopthandle","sigmahandle"]);
+    newobj.simplexfn = "";
+    newobj.fbarfn = "";
+    newobj.foptfn = "";
+    newobj.sigmafn = "";
+    newobj.simplexhandle = 0;
+    newobj.fbarhandle = 0;
+    newobj.fopthandle = 0;
+    newobj.sigmahandle = 0;
+    //
+    // Create and configure parent class
+    //
+    newobj.nmbase = neldermead_new();
+endfunction
+
diff --git a/modules/optimization/macros/neldermead/nmplot_outputcmd.bin b/modules/optimization/macros/neldermead/nmplot_outputcmd.bin
new file mode 100755
index 000000000..6dd65f0c8
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_outputcmd.bin
diff --git a/modules/optimization/macros/neldermead/nmplot_outputcmd.sci b/modules/optimization/macros/neldermead/nmplot_outputcmd.sci
new file mode 100755
index 000000000..e213eeacc
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_outputcmd.sci
@@ -0,0 +1,64 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// nmplot_outputcmd --
+//  This command is called back by the Nelder-Mead
+//  algorithm.
+// Arguments
+//  state : the current state of the algorithm
+//    "init", "iter", "done"
+//  data : the data at the current state
+//    This is a tlist with the following entries:
+//    * x : the optimal vector of parameters
+//    * fval : the minimum function value
+//    * simplex : the simplex, as a simplex object
+//    * iteration : the number of iterations performed
+//    * funccount : the number of function evaluations
+//  this : the current nmplot object
+// stop: set to true when the algorithm must stop
+//
+function stop = nmplot_outputcmd ( state , data , this )
+    nmplot_log ( this , "nmplot_outputcmd (1)")
+    iter = data.iteration
+    // Print simplex
+    x = optimsimplex_getallx ( data.simplex )
+    if this.simplexfn <> "" then
+        nbve = optimsimplex_getnbve ( data.simplex )
+        n = optimsimplex_getn ( data.simplex )
+        mfprintf ( this.simplexhandle , "// Iteration #%d\n", iter )
+        mfprintf ( this.simplexhandle , "history($+1) = [\n" )
+        for ive = 1:nbve
+            mfprintf ( this.simplexhandle , "// Vertex #%d\n", ive )
+            for ix = 1:n
+                mfprintf ( this.simplexhandle , "%e ", x(ive,ix))
+            end
+            mfprintf ( this.simplexhandle , "\n")
+        end
+        mfprintf ( this.simplexhandle , "]\n" )
+    end
+    // Function value average
+    if this.fbarfn <> "" then
+        fbar = optimsimplex_fvmean ( data.simplex )
+        mfprintf ( this.fbarhandle , "%d %e\n", iter , fbar )
+    end
+    // Minimum function value
+    if this.foptfn <> "" then
+        fopt = data.fval
+        mfprintf ( this.fopthandle , "%d %e\n", iter , fopt )
+    end
+    // Sigma
+    if this.sigmafn <> "" then
+        sigma = optimsimplex_size ( data.simplex , "sigmaplus" )
+        mfprintf ( this.sigmahandle , "%d %e\n", iter , sigma )
+    end
+    stop = %f
+endfunction
+
diff --git a/modules/optimization/macros/neldermead/nmplot_restart.bin b/modules/optimization/macros/neldermead/nmplot_restart.bin
new file mode 100755
index 000000000..7570d856b
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_restart.bin
diff --git a/modules/optimization/macros/neldermead/nmplot_restart.sci b/modules/optimization/macros/neldermead/nmplot_restart.sci
new file mode 100755
index 000000000..01f56013a
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_restart.sci
@@ -0,0 +1,20 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// nmplot_restart --
+//   Update the simplex and restart the search.
+//
+function this = nmplot_restart (this)
+    this.nmbase = neldermead_updatesimp ( this.nmbase );
+    this = nmplot_search ( this )
+endfunction
+
+
diff --git a/modules/optimization/macros/neldermead/nmplot_search.bin b/modules/optimization/macros/neldermead/nmplot_search.bin
new file mode 100755
index 000000000..a35551afd
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_search.bin
diff --git a/modules/optimization/macros/neldermead/nmplot_search.sci b/modules/optimization/macros/neldermead/nmplot_search.sci
new file mode 100755
index 000000000..44f25e040
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_search.sci
@@ -0,0 +1,122 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// nmplot_search --
+//   Search the minimum with Nelder-Mead algorithm.
+//
+function this = nmplot_search (this)
+    nmplot_log ( this , "nmplot_search")
+    this = nmplot_startupfiles ( this )
+    this.nmbase = neldermead_configure ( this.nmbase , "-outputcommand" , list(nmplot_outputcmd,this) );
+    this.nmbase = neldermead_search ( this.nmbase )
+    this = nmplot_shutdownfiles ( this )
+endfunction
+
+
+//
+// nmplot_header --
+//   Returns a header for the output files
+// Arguments
+//    filename : the target file name
+//    name : the type of data in the file
+//
+function report = nmplot_header ( this , filename , name )
+    nmplot_log ( this , "nmplot_header")
+    report = list()
+    report($+1) = sprintf("//\n")
+    report($+1) = sprintf("// %s--\n" , filename)
+    report($+1) = sprintf("//   History of the %s during Nelder-Mead algorithm.\n",name)
+    report($+1) = sprintf("//\n")
+    report($+1) = sprintf("// Copyright (C) 2008-2009 - INRIA - Michael Baudin\n")
+    report($+1) = sprintf("//\n")
+endfunction
+
+//
+// nmplot_startupfiles --
+//   Opens the output files to prepare the algorithm
+//   execution.
+// Arguments
+//   <no arg>
+//
+function this = nmplot_startupfiles ( this )
+    nmplot_log ( this , "nmplot_startupfiles")
+    if this.simplexfn <> "" then
+        this.simplexhandle  = mopen ( this.simplexfn , "w" )
+        header = nmplot_header ( this , this.simplexfn , "simplex" )
+        fd = this.simplexhandle
+        for i = 1:length(header)
+            mfprintf(fd,"%s\n",header(i))
+        end
+        mfprintf(fd,"history = list()\n")
+    end
+    if this.fbarfn <> "" then
+        this.fbarhandle  = mopen ( this.fbarfn , "w" )
+        header = nmplot_header ( this , this.fbarfn , "function value average" )
+        fd = this.fbarhandle
+        for i = 1:length(header)
+            mfprintf(fd,"%s\n",header(i))
+        end
+        mfprintf(fd,"history = [\n")
+    end
+    if this.foptfn <> "" then
+        this.fopthandle  = mopen ( this.foptfn , "w" )
+        header = nmplot_header ( this , this.foptfn , "function value optimum" )
+        fd = this.fopthandle
+        for i = 1:length(header)
+            mfprintf(fd,"%s\n",header(i))
+        end
+        mfprintf(fd,"history = [\n")
+    end
+    if this.sigmafn <> "" then
+        this.sigmahandle  = mopen ( this.sigmafn , "w" )
+        header = nmplot_header ( this , this.sigmafn , "maximum of oriented length" )
+        fd = this.sigmahandle
+        for i = 1:length(header)
+            mfprintf(fd,"%s\n",header(i))
+        end
+        mfprintf(fd,"history = [\n")
+    end
+endfunction
+
+//
+// nmplot_shutdownfiles --
+//   Close the output files to shutdown the algorithm
+//   execution.
+// Arguments
+//   <no arg>
+//
+function this = nmplot_shutdownfiles ( this )
+    nmplot_log ( this , "nmplot_shutdownfiles")
+    if this.simplexfn <> "" then
+        fd  = this.simplexhandle
+        mclose ( fd )
+        nmplot_log ( this , sprintf( "Exported Simplex history in %s",this.simplexfn))
+    end
+    if this.fbarfn <> "" then
+        fd = this.fbarhandle
+        mfprintf ( fd , "]\n" )
+        mclose ( fd )
+        nmplot_log ( this , sprintf( "Exported fbar history in %s",this.fbarfn))
+    end
+    if this.foptfn <> "" then
+        fd = this.fopthandle
+        mfprintf ( fd , "]\n" )
+        mclose ( fd )
+        nmplot_log ( this , sprintf( "Exported fopt history in %s",this.foptfn))
+    end
+    if this.sigmafn <> "" then
+        fd = this.sigmahandle
+        mfprintf ( fd , "]\n" )
+        mclose ( fd )
+        nmplot_log ( this , sprintf( "Exported sigma history in %s",this.sigmafn))
+    end
+endfunction
+
diff --git a/modules/optimization/macros/neldermead/nmplot_simplexhistory.bin b/modules/optimization/macros/neldermead/nmplot_simplexhistory.bin
new file mode 100755
index 000000000..ec29f7950
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_simplexhistory.bin
diff --git a/modules/optimization/macros/neldermead/nmplot_simplexhistory.sci b/modules/optimization/macros/neldermead/nmplot_simplexhistory.sci
new file mode 100755
index 000000000..5e6b8eef4
--- /dev/null
+++ b/modules/optimization/macros/neldermead/nmplot_simplexhistory.sci
@@ -0,0 +1,46 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// nmplot_simplexhistory --
+//  Plots the simplex history on the current graphic window.
+// Arguments
+//  this : the current nmplot object
+//
+function nmplot_simplexhistory ( this , colorforeground , markforeground , markstyle )
+    drawlater();
+    if (~isdef("foregroundcolor","local")) then
+        colorforeground = 5;
+    end
+    if (~isdef("markforeground","local")) then
+        markforeground = 3;
+    end
+    if (~isdef("markstyle","local")) then
+        markstyle = 9;
+    end
+    exec(this.simplexfn,-1);
+    nbiter = length ( history )
+    n = neldermead_cget ( this.nmbase , "-numberofvariables" )
+    for iter = 1:nbiter
+        simplex = history(iter)
+        xcoords  = simplex(1:n+1,1)
+        ycoords  = simplex(1:n+1,2)
+        plot2d ( xcoords , ycoords )
+    end
+    f = gcf()
+    for iter = 1:nbiter
+        f.children(1).children(iter).children.foreground = colorforeground;
+        f.children(1).children(iter).children.mark_foreground = markforeground
+        f.children(1).children(iter).children.mark_style = markstyle;
+        f.children(1).children(iter).children.closed = "on";
+    end
+    drawnow();
+endfunction
+
diff --git a/modules/optimization/macros/neldermead/optimget.bin b/modules/optimization/macros/neldermead/optimget.bin
new file mode 100755
index 000000000..effda2e98
--- /dev/null
+++ b/modules/optimization/macros/neldermead/optimget.bin
diff --git a/modules/optimization/macros/neldermead/optimget.sci b/modules/optimization/macros/neldermead/optimget.sci
new file mode 100755
index 000000000..840b7cbc6
--- /dev/null
+++ b/modules/optimization/macros/neldermead/optimget.sci
@@ -0,0 +1,61 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimget --
+//   Queries an optimization structure.
+//   The key is searched in the list of existing fields,
+//   ignoring the case.
+//   Only leading characters of the field name are sufficient to
+//   make the search successful.
+// Usage:
+//   val = optimget ( options , key )
+//   val = optimset ( options , key , value )
+//
+function val = optimget (varargin)
+    [lhs,rhs]=argn();
+    if rhs<=1 | rhs >=4 then
+        errmsg = error(msprintf(gettext("%s: Wrong number of arguments : %d expected while %d given"),"optimget", 2,rhs));
+        error(errmsg);
+    end
+    options = varargin(1);
+    // Search the field by index
+    key = varargin(2);
+    fields = [
+    "Display"
+    "FunValCheck"
+    "MaxFunEvals"
+    "MaxIter"
+    "OutputFcn"
+    "PlotFcns"
+    "TolFun"
+    "TolX"
+    ];
+    // Search for the given key in the list of available fields.
+    // Use a regexp which ignores the case.
+    regstr = "/" + key + "/i";
+    [r,w] = grep ( fields , regstr , "r" );
+    opsize = size(r,2)
+    if opsize<>1 then
+        matching = strcat(fields(r(1:opsize))," ");
+        errmsg = error(msprintf(gettext("%s: Ambiguous property name %s matches several fields : %s"),"optimget", key , matching));
+        error(errmsg);
+    end
+    // Get the matching field
+    name = fields(r(1));
+    val = options(name);
+    // When the value is given and the field is empty, return the value.
+    if rhs==3 then
+        if val == [] then
+            val = varargin(3)
+        end
+    end
+endfunction
+
diff --git a/modules/optimization/macros/neldermead/optimplotfunccount.bin b/modules/optimization/macros/neldermead/optimplotfunccount.bin
new file mode 100755
index 000000000..5d7b46484
--- /dev/null
+++ b/modules/optimization/macros/neldermead/optimplotfunccount.bin
diff --git a/modules/optimization/macros/neldermead/optimplotfunccount.sci b/modules/optimization/macros/neldermead/optimplotfunccount.sci
new file mode 100755
index 000000000..d8fc56d90
--- /dev/null
+++ b/modules/optimization/macros/neldermead/optimplotfunccount.sci
@@ -0,0 +1,63 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimplotfunccount --
+//   Emulate the optimplotfunccount command of Matlab.
+//   Plot the function value during an optimization process.
+// Arguments, input
+//   x : the current point
+//   optimValues : a tlist which contains the following fields
+//     funcCount : the number of function evaluations
+//     fval : the current function value
+//     iteration : the current iteration
+//     procedure : a string containing the current type of step
+//  state : the current state of the algorithm
+//    "init", "iter", "done"
+// Notes:
+//   The algorithm is the following.
+//   At initialization of the algorithm, create an empty
+//   graphic plot, retrieve the handle, and store a special
+//   key "optimplotfunccount" in the user_data field of the handle.
+//   When the plot is to update, this key is searched so that the
+//   correct plot can be update (and not another).
+//
+function optimplotfunccount ( x , optimValues , state )
+    if ( state == "init" ) then
+        opfvh = scf();
+        plot ( 0 , optimValues.funccount );
+        opfvh.user_data = "optimplotfunccount";
+        opfvh.children.x_label.text = "Iteration";
+        opfvh.children.y_label.text = "Function evaluations";
+        opfvh.children.title.text = msprintf ( "Total Function Evaluations: %d", optimValues.funccount )
+        opfvh.children.children.children.mark_mode = "on";
+        opfvh.children.children.children.mark_style = 5;
+        opfvh.children.children.children.mark_size = 10;
+        opfvh.children.children.children.mark_background = 6;
+    else
+        opfvh = findobj ( "user_data" , "optimplotfunccount" );
+        gg = opfvh.children.children;
+        // Update data
+        gg.children.data($+1,1:2) = [optimValues.iteration optimValues.funccount];
+        // Compute new bounds
+        itermin = 0;
+        itermax = optimValues.iteration;
+        fmin = min(gg.children.data(:,2));
+        fmax = max(gg.children.data(:,2));
+        // Update bounds
+        opfvh.children.data_bounds = [
+        itermin fmin
+        itermax fmax
+        ];
+        // Update title
+        opfvh.children.title.text = msprintf ( "Total Function Evaluations: %d", optimValues.funccount )
+    end
+endfunction
+
diff --git a/modules/optimization/macros/neldermead/optimplotfval.bin b/modules/optimization/macros/neldermead/optimplotfval.bin
new file mode 100755
index 000000000..be9871025
--- /dev/null
+++ b/modules/optimization/macros/neldermead/optimplotfval.bin
diff --git a/modules/optimization/macros/neldermead/optimplotfval.sci b/modules/optimization/macros/neldermead/optimplotfval.sci
new file mode 100755
index 000000000..75df19aee
--- /dev/null
+++ b/modules/optimization/macros/neldermead/optimplotfval.sci
@@ -0,0 +1,63 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimplotfval --
+//   Emulate the optimplotfval command of Matlab.
+//   Plot the function value during an optimization process.
+// Arguments, input
+//   x : the current point
+//   optimValues : a tlist which contains the following fields
+//     funcCount" : the number of function evaluations
+//     fval : the current function value
+//     iteration : the current iteration
+//     procedure : a string containing the current type of step
+//  state : the current state of the algorithm
+//    "init", "iter", "done"
+// Notes:
+//   The algorithm is the following.
+//   At initialization of the algorithm, create an empty
+//   graphic plot, retrieve the handle, and store a special
+//   key "optimplotfval" in the user_data field of the handle.
+//   When the plot is to update, this key is searched so that the
+//   correct plot can be update (and not another).
+//
+function optimplotfval ( x , optimValues , state )
+    if ( state == "init" ) then
+        opfvh = scf();
+        plot ( 0 , optimValues.fval );
+        opfvh.user_data = "optimplotfval";
+        opfvh.children.x_label.text = "Iteration";
+        opfvh.children.y_label.text = "Function value";
+        opfvh.children.title.text = msprintf ( "Current Function Value: %e", optimValues.fval )
+        opfvh.children.children.children.mark_mode = "on";
+        opfvh.children.children.children.mark_style = 5;
+        opfvh.children.children.children.mark_size = 10;
+        opfvh.children.children.children.mark_background = 6;
+    else
+        opfvh = findobj ( "user_data" , "optimplotfval" );
+        gg = opfvh.children.children;
+        // Update data
+        gg.children.data($+1,1:2) = [optimValues.iteration optimValues.fval];
+        // Compute new bounds
+        itermin = 0;
+        itermax = optimValues.iteration;
+        fmin = min(gg.children.data(:,2));
+        fmax = max(gg.children.data(:,2));
+        // Update bounds
+        opfvh.children.data_bounds = [
+        itermin fmin
+        itermax fmax
+        ];
+        // Update title
+        opfvh.children.title.text = msprintf ( "Current Function Value: %e", optimValues.fval )
+    end
+endfunction
+
diff --git a/modules/optimization/macros/neldermead/optimplotx.bin b/modules/optimization/macros/neldermead/optimplotx.bin
new file mode 100755
index 000000000..ff02fcdda
--- /dev/null
+++ b/modules/optimization/macros/neldermead/optimplotx.bin
diff --git a/modules/optimization/macros/neldermead/optimplotx.sci b/modules/optimization/macros/neldermead/optimplotx.sci
new file mode 100755
index 000000000..6fa7ac6f8
--- /dev/null
+++ b/modules/optimization/macros/neldermead/optimplotx.sci
@@ -0,0 +1,73 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimplotx --
+//   Emulate the optimplotfx command of Matlab.
+//   Plot the function value during an optimization process.
+// Arguments, input
+//   x : the current point
+//   optimValues : a tlist which contains the following fields
+//     funcCount" : the number of function evaluations
+//     fval : the current function value
+//     iteration : the current iteration
+//     procedure : a string containing the current type of step
+//  state : the current state of the algorithm
+//    "init", "iter", "done"
+// Notes:
+//   The algorithm is the following.
+//   At initialization of the algorithm, create an empty
+//   graphic plot, retrieve the handle, and store a special
+//   key "optimplotfx" in the user_data field of the handle.
+//   When the plot is to update, this key is searched so that the
+//   correct plot can be update (and not another).
+//
+function optimplotx ( x , optimValues , state )
+    if ( state == "init" ) then
+        // Initialize
+        opfvh = scf();
+        nbvar = length(x)
+        bar ( 1:nbvar , x );
+        gg = gce();
+        gg.children.background = 9;
+        opfvh.user_data = "optimplotx";
+        opfvh.children.x_label.text = msprintf ( "Number of variables: %d" , nbvar );
+        opfvh.children.y_label.text = "Current point";
+        opfvh.children.title.text = msprintf ( "Current Point" );
+    else
+        opfvh = findobj ( "user_data" , "optimplotx" );
+        nbvar = length(x)
+        gg = opfvh.children.children;
+        for ivar = 1:nbvar
+            gg.children.data(ivar,2) = x(ivar);
+        end
+        xmin = 0;
+        ymin = min(x);
+        xmax = nbvar+1;
+        ymax = max(x);
+        // A small trick, for a nicer display
+        if ( ( ymin > 0.0 ) & ( ymax > 0.0 ) ) then
+            ymin = 0.0
+        elseif ( ( ymin < 0.0 ) & ( ymax < 0.0 ) ) then
+            ymax = 0.0
+        end
+        if ( ymax > 0 ) then
+            ymax = ymax * 1.1
+        end
+        if ( ymin < 0 ) then
+            ymin = ymin * 1.1
+        end
+        opfvh.children.data_bounds = [
+        xmin ymin
+        xmax ymax
+        ];
+    end
+endfunction
+
diff --git a/modules/optimization/macros/neldermead/optimset.bin b/modules/optimization/macros/neldermead/optimset.bin
new file mode 100755
index 000000000..5538bc7e0
--- /dev/null
+++ b/modules/optimization/macros/neldermead/optimset.bin
diff --git a/modules/optimization/macros/neldermead/optimset.sci b/modules/optimization/macros/neldermead/optimset.sci
new file mode 100755
index 000000000..e388210f7
--- /dev/null
+++ b/modules/optimization/macros/neldermead/optimset.sci
@@ -0,0 +1,161 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimset --
+//   Configures and returns an optimization data structure.
+// Usage:
+//   options = optimset ()
+//   options = optimset ( funname )
+//   options = optimset ( key , value )
+//   options = optimset ( key1 , value1 , key2 , value2 , ... )
+//   options = optimset ( options , key , value )
+//   options = optimset ( options , key1 , value1 , key2 , value2 , ... )
+//
+function options = optimset (varargin)
+    [lhs,rhs]=argn();
+    if rhs == 0 then
+        options = optimset_new ();
+        return
+    elseif rhs==1 then
+        //
+        //   options = optimset ( funname )
+        // If there is only one argument, it is expected to be the
+        // name of a method.
+        //
+        method = varargin(1);
+        options = optimset_method ( method );
+        return
+    end
+    // Set the options variable
+    if modulo(rhs,2)<>0 then
+        //
+        //   options = optimset ( options , key , value )
+        //   options = optimset ( options , key1 , value1 , key2 , value2 , ... )
+        // If the number of arguments is odd,
+        // the first argument is expected to be an optimset struct.
+        //
+        options = varargin(1);
+        t1 = typeof(options);
+        if t1<>"st" then
+            errmsg = msprintf(gettext("%s: Odd number of arguments : the first argument is expected to be a struct, but is a %s"), "optimset", t1);
+            error(errmsg)
+        end
+    else
+        //   options = optimset ( key , value )
+        //   options = optimset ( key1 , value1 , key2 , value2 , ... )
+        // Number of input argument is even.
+        options = optimset_new ();
+    end
+    // Set ivar : index of input variable.
+    // The variable ivar allows to make a loop over input arguments.
+    if ( modulo(rhs,2)<>0 ) then
+        ivar = 1;
+    else
+        ivar = 0;
+    end
+    //
+    // Process key,values as pairs.
+    //
+    nbkeys = rhs/2;
+    for i=1:nbkeys
+        ivar = ivar + 1;
+        key = varargin(ivar);
+        ivar = ivar + 1;
+        // Use funcprot to enable the set of a function into the variable "value".
+        // If not, a warning message is triggered, when a double value
+        // is stored into "value" after a function has already been
+        // stored in it.
+        prot = funcprot();
+        funcprot(0);
+        value = varargin(ivar);
+        funcprot(prot);
+        options = optimset_configure (options,key,value);
+    end
+endfunction
+//
+// optimset_configure --
+//   Configure the given key with the given value.
+// Arguments
+//   options : an optimset struct
+//   key : a string, the key to configure
+//   value : the value
+//
+function options = optimset_configure ( options , key , value )
+    select key
+    case "Display" then
+        if ( ...
+            ( value == "off" ) | ...
+            ( value == "iter"  ) | ...
+            ( value == "final" ) | ...
+            ( value == "notify" ) ...
+            ) then
+            options.Display = value;
+        else
+            errmsg = msprintf(gettext("%s: Unrecognized value ''%s'' for ''Display'' option."), "optimset", value )
+            error(errmsg)
+        end
+    case "FunValCheck" then
+        options.FunValCheck = value;
+    case "MaxFunEvals" then
+        options.MaxFunEvals = value;
+    case "MaxIter" then
+        options.MaxIter = value;
+    case "OutputFcn" then
+        options.OutputFcn = value;
+    case "PlotFcns" then
+        options.PlotFcns = value;
+    case "TolFun" then
+        options.TolFun = value;
+    case "TolX" then
+        options.TolX = value;
+    else
+        errmsg = msprintf(gettext("%s: Unrecognized parameter name ''%s''."), "optimset", key)
+        error(errmsg)
+    end
+endfunction
+//
+// optimset_new --
+//   Returns an empty optimset struct
+//
+function options = optimset_new ()
+    options = struct(...
+    "Display" ,[],...
+    "FunValCheck" ,[],...
+    "MaxFunEvals" ,[],...
+    "MaxIter" ,[],...
+    "OutputFcn" ,[],...
+    "PlotFcns" ,[],...
+    "TolFun" ,[],...
+    "TolX" ,[]...
+    );
+endfunction
+//
+// optimset_method --
+//   Returns an optimset struct which content is the default
+//   settings for the given method.
+// Arguments
+//   method : a string, the name of the method
+//
+function options = optimset_method ( method )
+    options = optimset_new ();
+    select method
+    case "fminsearch" then
+        options = optimset_configure ( options , "Display" , "notify" );
+        options = optimset_configure ( options , "MaxFunEvals" , "200*numberofvariables" );
+        options = optimset_configure ( options , "MaxIter" , "200*numberofvariables" );
+        options = optimset_configure ( options , "TolFun" , 1.e-4 );
+        options = optimset_configure ( options , "TolX" , 1.e-4 );
+    else
+        errmsg = msprintf(gettext("%s: No default options available: the function ''%s'' does not exist on the path."), "optimset", method)
+        error(errmsg)
+    end
+endfunction
+
diff --git a/modules/optimization/macros/numderivative.bin b/modules/optimization/macros/numderivative.bin
new file mode 100755
index 000000000..df85e310a
--- /dev/null
+++ b/modules/optimization/macros/numderivative.bin
diff --git a/modules/optimization/macros/numderivative.sci b/modules/optimization/macros/numderivative.sci
new file mode 100755
index 000000000..dc630f3fd
--- /dev/null
+++ b/modules/optimization/macros/numderivative.sci
@@ -0,0 +1,353 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) ? - 2008 - Rainer von Seggern
+// Copyright (C) ? - 2008 - Bruno Pincon
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2010-2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+function [J, H] = numderivative(varargin)
+    //
+    // Check input arguments
+    [lhs, rhs] = argn();
+    if (rhs < 2 | rhs > 6) then
+        error(msprintf(gettext("%s: Wrong number of input arguments: %d to %d expected.\n"), "numderivative", 2, 6));
+    end
+    if (lhs < 1 | lhs > 2) then
+        error(msprintf(gettext("%s: Wrong number of output arguments: %d to %d expected.\n"), "numderivative", 1, 2));
+    end
+    //
+    // Get input arguments
+    __numderivative_f__ = varargin(1)
+    if and(type(__numderivative_f__) <> [11 13 15 130]) then
+        // Must be a function (uncompiled or compiled) or a list
+        error(msprintf(gettext("%s: Wrong type for argument #%d: Function or list expected.\n"), "numderivative", 1));
+    end
+    if type(__numderivative_f__) == 15 then
+        // List case
+        // Check that the first element in the list is a function
+        if and(type(__numderivative_f__(1)) <> [11 13]) then
+            error(msprintf(gettext("%s: Wrong type for argument #%d: Function expected in first element of list.\n"), "numderivative", 1));
+        end
+        if length(__numderivative_f__) < 2 then
+            error(msprintf(gettext("%s: Wrong number of elements in input argument #%d: At least %d elements expected, but current number is %d.\n"), "numderivative", 1, 2, length(__numderivative_f__)));
+        end
+    end
+
+    //
+    // Manage x, to get the size n.
+    x = varargin(2);
+    if type(x) ~= 1 then
+        error(msprintf(gettext("%s: Wrong type for argument #%d: Matrix expected.\n"), "numderivative", 2));
+    end
+    [n, p] = size(x);
+    if (n <> 1 & p <> 1) then
+        error(msprintf(gettext("%s: Wrong size for input argument #%d: Vector expected.\n"), "numderivative", 2));
+    end
+    // Make x a column vector, if required
+    if p <> 1 then
+        x = x(:);
+        [n, p] = size(x);
+    end
+    //
+    // Manage h: make it a column vector, if required.
+    h = [];
+    if rhs >= 3 then
+        h = varargin(3);
+        if type(h) ~= 1 then
+            error(msprintf(gettext("%s: Wrong type for argument #%d: Matrix expected.\n"), "numderivative", 3));
+        end
+        if h <> [] then
+            if size(h, "*") <> 1 then
+                [nrows, ncols] = size(h);
+                if (nrows <> 1 & ncols <> 1) then
+                    error(msprintf(gettext("%s: Wrong size for input argument #%d: Vector expected.\n"), "numderivative", 3));
+                end
+                if ncols <> 1 then
+                    h = h(:);
+                end
+                if or(size(h) <> [n 1]) then
+                    error(msprintf(gettext("%s: Incompatible input arguments #%d and #%d: Same sizes expected.\n"), "numderivative", 3, 1));
+                end
+            end
+            if or(h < 0) then
+                error(msprintf(gettext("%s: Wrong value for input argument #%d: Must be > %d.\n"), "numderivative", 3, 0));
+            end
+        end
+    end
+
+    order = 2;
+    if (rhs >= 4 & varargin(4) <> []) then
+        order = varargin(4);
+        if type(order) ~= 1 then
+            error(msprintf(gettext("%s: Wrong type for argument #%d: Matrix expected.\n"), "numderivative", 4));
+        end
+        if or(size(order) <> [1 1]) then
+            error(msprintf(gettext("%s: Wrong size for input argument #%d: %d-by-%d matrix expected.\n"), "numderivative", 4, 1, 1));
+        end
+        if and(order <> [1 2 4]) then
+            error(msprintf(gettext("%s: Wrong value for input argument #%d: Must be in the set  {%s}.\n"), "numderivative", 4, "1, 2, 4"));
+        end
+    end
+
+    H_form = "default";
+    if (rhs >= 5 & varargin(5) <> []) then
+        H_form = varargin(5);
+        if type(H_form) ~= 10 then
+            error(msprintf(gettext("%s: Wrong type for input argument #%d: String array expected.\n"), "numderivative", 5));
+        end
+        if or(size(H_form) <> [1 1]) then
+            error(msprintf(gettext("%s: Wrong size for input argument #%d: %d-by-%d matrix expected.\n"), "numderivative", 5, 1, 1));
+        end
+        if and(H_form <> ["default" "blockmat" "hypermat"]) then
+            error(msprintf(gettext("%s: Wrong value for input argument #%d: Must be in the set  {%s}.\n"), "numderivative", 5, "default, blockmat, hypermat"));
+        end
+    end
+
+    Q = eye(n, n);
+    Q_not_given = %t;
+    if (rhs >= 6 & varargin(6) <> []) then
+        Q = varargin(6);
+        Q_not_given = %f;
+        if type(Q) ~= 1 then
+            error(msprintf(gettext("%s: Wrong type for argument #%d: Matrix expected.\n"), "numderivative", 6));
+        end
+        if or(size(Q) <> [n n]) then
+            error(msprintf(gettext("%s: Wrong size for input argument #%d: %d-by-%d matrix expected.\n"), "numderivative", 6, n ,n));
+        end
+        if norm(clean(Q*Q'-eye(n, n))) > 0 then
+            error(msprintf(gettext("%s: Q must be orthogonal.\n"), "numderivative"));
+        end
+    end
+
+    //
+    // Proceed...
+    if h == [] then
+        h_not_given = %t;
+    else
+        h_not_given = %f;
+        // If h is scalar, expand to the same size as x.
+        if size(h) == [1 1] then
+            h = h * ones(x);
+        end
+    end
+    //
+    // Compute Jacobian
+    if ( h_not_given ) then
+        h = numderivative_step(x, order, 1);
+    end
+    J = numderivative_deriv1(__numderivative_f__, x, h, order, Q);
+    //
+    // Quick return if possible
+    if lhs == 1 then
+        return
+    end
+
+    m = size(J, 1);
+    //
+    // Compute Hessian matrix
+    if ( h_not_given ) then
+        h = numderivative_step(x, order, 2);
+    end
+    funForHList = list(numderivative_funForH, __numderivative_f__, h, order, Q);
+    if ~Q_not_given then
+        H = numderivative_deriv1(funForHList, x, h, order, Q);
+    else
+        H = numderivative_deriv2(funForHList, x, h, order, Q);
+    end
+    //
+    // At this point, H is a m*n-by-n block matrix.
+    // Update the format of the Hessian
+    if H_form == "default" then
+        // H has the old scilab form
+        H = matrix(H', n*n, m)'
+    end
+    if H_form == "hypermat" then
+        if m > 1 then
+            // H is a hypermatrix if m > 1
+            H = H';
+            H = hypermat([n n m], H(:));
+        end
+    end
+endfunction
+
+//
+// numderivative_step --
+//   Returns the step for given x, given order and given derivative:
+//   d = 1 is for Jacobian
+//   d = 2 is for Hessian
+// Uses the optimal step.
+// Then scale the step depending on abs(x).
+function h = numderivative_step(x, order, d)
+    n = size(x, "*");
+    select d
+    case 1
+        // For Jacobian
+        select order
+        case 1
+            hdefault = sqrt(%eps);
+        case 2
+            hdefault = %eps^(1/3);
+        case 4
+            hdefault = %eps^(1/5);
+        else
+            lclmsg = gettext("%s: Unknown value %s for option %s.\n");
+            error(msprintf(lclmsg,"numderivative_step", string(d), "d"));
+        end
+    case 2
+        // For Hessian
+        select order
+        case 1
+            hdefault = %eps^(1/3);
+        case 2
+            hdefault = %eps^(1/4);
+        case 4
+            hdefault = %eps^(1/6);
+        else
+            lclmsg = gettext("%s: Unknown value %s for option %s.\n");
+            error(msprintf(lclmsg, "numderivative_step", string(d), "d"));
+        end
+    else
+        lclmsg = gettext("%s: Unknown value %s for option %s.\n");
+        error(msprintf(lclmsg, "numderivative_step", string(order), "order"));
+    end
+    // Convert this scalar into a vector, with same size as x
+    // For zero entries in x, use the default.
+    // For nonzero entries in x, scales by abs(x).
+    h = hdefault * abs(x);
+    h(x==0) = hdefault;
+endfunction
+
+//
+// numderivative_funForH --
+//   Returns the numerical derivative of __numderivative_f__.
+//   This function is called to compute the numerical Hessian.
+function J = numderivative_funForH(x, __numderivative_f__, h, order, Q)
+    // Transpose !
+    J = numderivative_deriv1(__numderivative_f__, x, h, order, Q)';
+    J = J(:);
+endfunction
+
+// numderivative_deriv1 --
+//   Computes the numerical gradient of __numderivative_f__, using the given step h.
+//   This function is used for the computation of the jacobian matrix.
+function g = numderivative_deriv1(__numderivative_f__, x, h, order, Q)
+    n = size(x, "*");
+    %Dy = []; // At this point, we do not know 'm' yet, so we cannot allocate Dy.
+    select order
+    case 1
+        D = Q * diag(h);
+        y = numderivative_evalf(__numderivative_f__, x);
+        for i=1:n
+            d = D(:, i);
+            yplus = numderivative_evalf(__numderivative_f__, x+d);
+            Dyi = (yplus-y)/h(i);
+            %Dy = [%Dy Dyi];
+        end
+        g = %Dy*Q';
+    case 2
+        D = Q * diag(h);
+        for i=1:n
+            d = D(:, i);
+            yplus = numderivative_evalf(__numderivative_f__, x+d);
+            yminus = numderivative_evalf(__numderivative_f__, x-d);
+            Dyi = (yplus-yminus)/(2*h(i));
+            %Dy = [%Dy Dyi];
+        end
+        g = %Dy*Q';
+    case 4
+        D = Q * diag(h);
+        for i=1:n
+            d = D(:, i);
+            yplus = numderivative_evalf(__numderivative_f__, x+d);
+            yminus = numderivative_evalf(__numderivative_f__, x-d);
+            yplus2 = numderivative_evalf(__numderivative_f__, x+2*d);
+            yminus2 = numderivative_evalf(__numderivative_f__, x-2*d);
+            dFh =  (yplus-yminus)/(2*h(i));
+            dF2h = (yplus2-yminus2)/(4*h(i));
+            Dyi = (4*dFh - dF2h)/3;
+            %Dy = [%Dy Dyi];
+        end
+        g = %Dy*Q';
+    end
+endfunction
+
+// numderivative_deriv2 --
+//   Computes the numerical gradient of the argument __numderivative_f__, using the given step h.
+//   This function is used for the computation of the hessian matrix, to take advantage of its symmetry
+function g = numderivative_deriv2(__numderivative_f__, x, h, order, Q)
+    n = size(x, "*");
+    %Dy = zeros(m*n, n); // 'm' is known at this point, so we can allocate Dy to reduce memory operations
+    select order
+    case 1
+        D = Q * diag(h);
+        y = numderivative_evalf(__numderivative_f__, x);
+        for i=1:n
+            d = D(:, i);
+            yplus = numderivative_evalf(__numderivative_f__, x+d);
+            for j=0:m-1
+                Dyi(1+j*n:i-1+j*n) = %Dy(i+j*n, 1:i-1)'; // Retrieving symmetric elements (will not be done for the first vector)
+                Dyi(i+j*n:(j+1)*n) = (yplus(i+j*n:(j+1)*n)-y(i+j*n:(j+1)*n))/h(i); // Computing the new ones
+            end
+            %Dy(:, i) = Dyi;
+        end
+        g = %Dy*Q';
+    case 2
+        D = Q * diag(h);
+        for i=1:n
+            d = D(:, i);
+            yplus = numderivative_evalf(__numderivative_f__, x+d);
+            yminus = numderivative_evalf(__numderivative_f__, x-d);
+            for j=0:m-1
+                Dyi(1+j*n:i-1+j*n) = %Dy(i+j*n, 1:i-1)'; // Retrieving symmetric elements (will not be done for the first vector)
+                Dyi(i+j*n:(j+1)*n) = (yplus(i+j*n:(j+1)*n)-yminus(i+j*n:(j+1)*n))/(2*h(i)); // Computing the new ones
+            end
+            %Dy(:, i) = Dyi;
+        end
+        g = %Dy*Q';
+    case 4
+        D = Q * diag(h);
+        for i=1:n
+            d = D(:, i);
+            yplus = numderivative_evalf(__numderivative_f__, x+d);
+            yminus = numderivative_evalf(__numderivative_f__, x-d);
+            yplus2 = numderivative_evalf(__numderivative_f__, x+2*d);
+            yminus2 = numderivative_evalf(__numderivative_f__, x-2*d);
+            for j=0:m-1
+                dFh(1+j*n:i-1+j*n) = %Dy(i+j*n, 1:i-1)'; // Retrieving symmetric elements (will not be done for the first vector)
+                dFh(i+j*n:(j+1)*n) = (yplus(i+j*n:(j+1)*n)-yminus(i+j*n:(j+1)*n))/(2*h(i)); // Computing the new ones
+                dF2h(1+j*n:i-1+j*n) = %Dy(i+j*n, 1:i-1)'; // Retrieving symmetric elements (will not be done for the first vector)
+                dF2h(i+j*n:(j+1)*n) = (yplus2(i+j*n:(j+1)*n)-yminus2(i+j*n:(j+1)*n))/(4*h(i)); // Computing the new ones
+            end
+            Dyi = (4*dFh - dF2h)/3;
+            %Dy(:, i) = Dyi;
+        end
+        g = %Dy*Q';
+    end
+endfunction
+
+// numderivative_evalf --
+// Computes the value of __numderivative_f__ at the point x.
+// The argument __numderivative_f__ can be a function (macro or linked code) or a list.
+function y = numderivative_evalf(__numderivative_f__, x)
+    if type(__numderivative_f__) == 15 then
+        // List case
+        __numderivative_fun__ = __numderivative_f__(1);
+        instr = "y = __numderivative_fun__(x, __numderivative_f__(2:$))";
+    elseif or(type(__numderivative_f__) == [11 13 130]) then
+        // Function case
+        instr = "y = __numderivative_f__(x)";
+    else
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: A function expected.\n"), "numderivative", 1));
+    end
+    ierr = execstr(instr, "errcatch")
+    if ierr <> 0 then
+        lamsg = lasterror();
+        lclmsg = "%s: Error while evaluating the function: ""%s""\n";
+        error(msprintf(gettext(lclmsg), "numderivative", lamsg));
+    end
+endfunction
diff --git a/modules/optimization/macros/numdiff.bin b/modules/optimization/macros/numdiff.bin
new file mode 100755
index 000000000..a177f26f7
--- /dev/null
+++ b/modules/optimization/macros/numdiff.bin
diff --git a/modules/optimization/macros/numdiff.sci b/modules/optimization/macros/numdiff.sci
new file mode 100755
index 000000000..53cc4daf4
--- /dev/null
+++ b/modules/optimization/macros/numdiff.sci
@@ -0,0 +1,50 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) INRIA
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+function %g=numdiff(%__func,%x,%dx)
+    warnobsolete("numderivative","6.0")
+    // given a function %__func from R^n to R^p
+    //computes the matrix g such as
+    //    [   d f    ]
+    //    [      i   ]
+    //g = [   ----   ]
+    // ij [   d x    ]
+    //    [      j   ]
+    // using finite difference methods
+    if type(%__func)==15 then
+        params=%__func;params(1)=null();
+        %__func=%__func(1)
+    else
+        params=list()
+    end
+    if type(%__func)==10 then //hard coded function given by its name
+        error(msprintf(gettext("%s: Hard coded function not allowed, create a Scilab function using call."),"numdiff"));
+    end
+
+    %x=%x(:);
+    %n=size(%x,"*")
+    if argn(2)<3 then
+        %dx=sqrt(%eps)*(1+1d-3*abs(%x))
+    end
+    if size(params)==0 then
+        %y0=%__func(%x)
+        %g(size(%y0,1),%n)=0
+        for %j=1:%n
+            %v=0*%x;%v(%j)=%dx(%j);
+            %g(:,%j)=(-%y0+%__func(%x+%v))/%dx(%j);
+        end
+    else
+        %y0=%__func(%x,params(:))
+        %g(size(%y0,1),%n)=0
+        for %j=1:%n
+            %v=0*%x;%v(%j)=%dx(%j);
+            %g(:,%j)=(-%y0+%__func(%x+%v,params(:)))/%dx(%j);
+        end
+    end
+endfunction
diff --git a/modules/optimization/macros/optimbase/%TOPTIM_p.bin b/modules/optimization/macros/optimbase/%TOPTIM_p.bin
new file mode 100755
index 000000000..bdc92b91e
--- /dev/null
+++ b/modules/optimization/macros/optimbase/%TOPTIM_p.bin
diff --git a/modules/optimization/macros/optimbase/%TOPTIM_p.sci b/modules/optimization/macros/optimbase/%TOPTIM_p.sci
new file mode 100755
index 000000000..e1b6fc30c
--- /dev/null
+++ b/modules/optimization/macros/optimbase/%TOPTIM_p.sci
@@ -0,0 +1,21 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// %TOPTIM_p --
+//   Prints the string containing the Optim Base component.
+//
+function %TOPTIM_p ( this )
+    str = string ( this )
+    srows = size(str,"r")
+    for i = 1 : srows
+        mprintf("%s\n",str(i))
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimbase/%TOPTIM_string.bin b/modules/optimization/macros/optimbase/%TOPTIM_string.bin
new file mode 100755
index 000000000..4b044a2e6
--- /dev/null
+++ b/modules/optimization/macros/optimbase/%TOPTIM_string.bin
diff --git a/modules/optimization/macros/optimbase/%TOPTIM_string.sci b/modules/optimization/macros/optimbase/%TOPTIM_string.sci
new file mode 100755
index 000000000..35c0dc4b4
--- /dev/null
+++ b/modules/optimization/macros/optimbase/%TOPTIM_string.sci
@@ -0,0 +1,79 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// %TOPTIM_string --
+//   Returns the string containing the Optim Base component.
+//
+function str = %TOPTIM_string ( this )
+    str = []
+    k = 1
+    str(k) = sprintf("Optim Base Object:\n")
+    k = k + 1
+    str(k) = sprintf("==================")
+    k = k + 1
+    str(k) = sprintf("Number of variables : %s\n", string(this.numberofvariables));
+    k = k + 1
+    x0 = optimbase_cget (this,"-x0")
+    str(k) = sprintf("Initial Guess : [%s]\n" , _strvec(x0) );
+    k = k + 1
+    str(k) = sprintf("Initial Function Value :%s\n",_strvec(this.fx0));
+    k = k + 1
+    str(k) = sprintf("Number of Inequality Constraints :%d\n",this.nbineqconst);
+    k = k + 1
+    str(k) = sprintf("Bounds Mininimum : [%s]\n", _strvec(this.boundsmin));
+    k = k + 1
+    str(k) = sprintf("Bounds Maxinimum :[%s]\n", _strvec(this.boundsmax));
+    k = k + 1
+    str(k) = sprintf("Optimum Parameters : [%s]\n" , _strvec(this.xopt));
+    k = k + 1
+    str(k) = sprintf("Optimum Function Value :%s\n",string(this.fopt));
+    k = k + 1
+    str(k) = sprintf("Number of iterations : %d\n", this.iterations);
+    k = k + 1
+    str(k) = sprintf("Maximum number of iterations : %s\n", string(this.maxiter));
+    k = k + 1
+    str(k) = sprintf("Number function evaluations : %d\n", this.funevals);
+    k = k + 1
+    str(k) = sprintf("Maximum number of function evaluations : %s\n", string(this.maxfunevals));
+    k = k + 1
+    str(k) = sprintf("Termination Method on function value : %s\n", string(this.tolfunmethod));
+    k = k + 1
+    str(k) = sprintf("Termination Absolute Tolerance on function value : %s\n", string(this.tolfunabsolute));
+    k = k + 1
+    str(k) = sprintf("Termination Relative Tolerance on function value : %s\n", string(this.tolfunrelative));
+    k = k + 1
+    str(k) = sprintf("Termination Method on x : %s\n", string(this.tolxmethod));
+    k = k + 1
+    str(k) = sprintf("Termination Absolute Tolerance on x : %s\n", string(this.tolxabsolute));
+    k = k + 1
+    str(k) = sprintf("Termination Relative Tolerance on x : %s\n", string(this.tolxrelative));
+    k = k + 1
+    str(k) = sprintf("Optimization Status : %s\n", this.status);
+    k = k + 1
+    str(k) = sprintf("Verbose logging : %s\n", string(this.verbose));
+    k = k + 1
+    str(k) = sprintf("Verbose Termination : %s\n", string(this.verbosetermination));
+    k = k + 1
+    str(k) = sprintf("Verbose Log File : %s\n", this.logfile );
+    k = k + 1
+    str(k) = sprintf("Verbose Log File Startup Up: %s\n", string(this.logstartup) );
+    k = k + 1
+    str(k) = sprintf("Store History : %s\n", string(this.storehistory));
+endfunction
+
+//
+// _strvec --
+//  Returns a string for the given vector.
+//
+function str = _strvec ( x )
+    str = strcat(string(x)," ")
+endfunction
+
+
diff --git a/modules/optimization/macros/optimbase/lib b/modules/optimization/macros/optimbase/lib
new file mode 100755
index 000000000..310678186
--- /dev/null
+++ b/modules/optimization/macros/optimbase/lib
diff --git a/modules/optimization/macros/optimbase/names b/modules/optimization/macros/optimbase/names
new file mode 100755
index 000000000..a1a02724d
--- /dev/null
+++ b/modules/optimization/macros/optimbase/names
@@ -0,0 +1,29 @@
+%TOPTIM_p
+%TOPTIM_string
+optimbase_cget
+optimbase_checkbounds
+optimbase_checkcostfun
+optimbase_checkx0
+optimbase_configure
+optimbase_destroy
+optimbase_function
+optimbase_get
+optimbase_hasbounds
+optimbase_hasconstraints
+optimbase_hasnlcons
+optimbase_histget
+optimbase_histset
+optimbase_incriter
+optimbase_isfeasible
+optimbase_isinbounds
+optimbase_isinnonlincons
+optimbase_log
+optimbase_logshutdown
+optimbase_logstartup
+optimbase_new
+optimbase_outputcmd
+optimbase_outstruct
+optimbase_proj2bnds
+optimbase_set
+optimbase_stoplog
+optimbase_terminate
diff --git a/modules/optimization/macros/optimbase/optimbase_cget.bin b/modules/optimization/macros/optimbase/optimbase_cget.bin
new file mode 100755
index 000000000..71794c989
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_cget.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_cget.sci b/modules/optimization/macros/optimbase/optimbase_cget.sci
new file mode 100755
index 000000000..f779b69cb
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_cget.sci
@@ -0,0 +1,70 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+
+//
+// optimbase_cget --
+//   Get the value for the given key.
+//   If the key is unknown, generates an error.
+//
+function value = optimbase_cget (this,key)
+    [lhs,rhs]=argn();
+    if ( rhs <> 2 ) then
+        errmsg = msprintf(gettext("%s: Wrong number of input argument: %d expected.\n"), "optimbase_cget", 3);
+        error(errmsg)
+    end
+    select key
+    case "-verbose" then
+        value = this.verbose;
+    case "-verbosetermination" then
+        value = this.verbosetermination;
+    case "-function" then
+        value = this.fun;
+    case "-method" then
+        value = this.method;
+    case "-x0" then
+        value = this.x0;
+    case "-maxfunevals" then
+        value = this.maxfunevals;
+    case "-maxiter" then
+        value = this.maxiter;
+    case "-tolfunabsolute" then
+        value = this.tolfunabsolute;
+    case "-tolfunrelative" then
+        value = this.tolfunrelative;
+    case "-tolxabsolute" then
+        value = this.tolxabsolute;
+    case "-tolxrelative" then
+        value = this.tolxrelative;
+    case "-tolxmethod" then
+        value = this.tolxmethod;
+    case "-tolfunmethod" then
+        value = this.tolfunmethod;
+    case "-outputcommand" then
+        value = this.outputcommand;
+    case "-numberofvariables" then
+        value = this.numberofvariables;
+    case "-storehistory" then
+        value = this.storehistory;
+    case "-boundsmin" then
+        value = this.boundsmin;
+    case "-boundsmax" then
+        value = this.boundsmax;
+    case "-nbineqconst" then
+        value = this.nbineqconst;
+    case "-logfile" then
+        value = this.logfile;
+    case "-withderivatives" then
+        value = this.withderivatives;
+    else
+        errmsg = msprintf(gettext("%s: Unknown key %s") , "optimbase_cget" , key)
+        error(errmsg)
+    end
+endfunction
diff --git a/modules/optimization/macros/optimbase/optimbase_checkbounds.bin b/modules/optimization/macros/optimbase/optimbase_checkbounds.bin
new file mode 100755
index 000000000..0d4c296a3
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_checkbounds.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_checkbounds.sci b/modules/optimization/macros/optimbase/optimbase_checkbounds.sci
new file mode 100755
index 000000000..bde51e2cf
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_checkbounds.sci
@@ -0,0 +1,42 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimbase_checkbounds --
+//   Check if the bounds are consistent and puts an error message if not.
+//   One could generate an error, but errors are not testable
+//   with the current system.
+//
+function this = optimbase_checkbounds ( this )
+    maxl = length ( this.boundsmax )
+    minl = length ( this.boundsmin )
+    if ( maxl > 0 | minl > 0 ) then
+        if ( this.numberofvariables <> maxl ) then
+            errmsg = sprintf(gettext("%s: The number of variables %d does not match the number of max bounds: %d.\n") , ...
+            "optimbase_checkbounds",this.numberofvariables , maxl )
+            error(errmsg)
+        end
+        if ( this.numberofvariables <> minl ) then
+            errmsg = sprintf(gettext("%s: The number of variables %d does not match the number of min bounds: %d.\n") , ...
+            "optimbase_checkbounds",this.numberofvariables , minl )
+            error(errmsg)
+        end
+        for ix = 1 : this.numberofvariables
+            xmin = this.boundsmin ( ix )
+            xmax = this.boundsmax ( ix )
+            if ( xmax < xmin ) then
+                errmsg = sprintf(gettext("%s: The max bound %s for variable #%d is lower than the min bound %s.\n"), ...
+                "optimbase_checkbounds",string(xmax) , ix , string(xmin) )
+                error(errmsg)
+            end
+        end
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimbase/optimbase_checkcostfun.bin b/modules/optimization/macros/optimbase/optimbase_checkcostfun.bin
new file mode 100755
index 000000000..237fb6827
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_checkcostfun.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_checkcostfun.sci b/modules/optimization/macros/optimbase/optimbase_checkcostfun.sci
new file mode 100755
index 000000000..1f9b6c900
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_checkcostfun.sci
@@ -0,0 +1,141 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+
+//
+// optimbase_checkcostfun --
+//   Check that the cost function is correctly connected.
+//   Generate an error if there is one.
+//
+function this = optimbase_checkcostfun ( this )
+    if ( this.x0 == [] ) then
+        errmsg = msprintf ( gettext ( "%s: Cannot check cost function when x0 is empty" ) , "optimbase_checkcostfun" )
+        error ( errmsg );
+    end
+    //
+    // If there are no nonlinear constraints and no derivatives, check that the index is correctly managed.
+    //
+    if ( ( this.nbineqconst == 0 ) & ( ~this.withderivatives ) ) then
+        //
+        index = 1;
+        cmd = "[ this , f , index ] = optimbase_function ( this , this.x0 , index )";
+        ierr=execstr(cmd,"errcatch");
+        optimbase_checkstatus ( "[f,index]=costf(x0,1)" , ierr )
+        this = optimbase_checkshape ( this , "index" , index , 1 , 1 , 1 );
+        //
+        index = 2;
+        cmd = "[ this , f , index ] = optimbase_function ( this , this.x0 , index )";
+        ierr=execstr(cmd,"errcatch");
+        optimbase_checkstatus ( "[f,index]=costf(x0,2)" , ierr )
+        this = optimbase_checkshape ( this , "f" , f , index , 1 , 1 );
+        this = optimbase_checkshape ( this , "index" , index , 2 , 1 , 1 );
+    end
+    //
+    // If there are nonlinear constraints and no derivatives, check that the index is correctly managed.
+    //
+    if ( ( this.nbineqconst > 0 ) & ( ~this.withderivatives ) ) then
+        //
+        index = 1;
+        cmd = "[ this , f , c , index ] = optimbase_function ( this , this.x0 , index )";
+        ierr=execstr(cmd,"errcatch");
+        optimbase_checkstatus ( "[f,c,index]=costf(x0,1)" , ierr )
+        this = optimbase_checkshape ( this , "index" , index , 1 , 1 , 1 );
+        //
+        index = 2;
+        cmd = "[ this , f , c , index ] = optimbase_function ( this , this.x0 , index )";
+        ierr=execstr(cmd,"errcatch");
+        optimbase_checkstatus ( "[f,c,index]=costf(x0,2)" , ierr )
+        this = optimbase_checkshape ( this , "f" , f , index , 1 , 1 );
+        this = optimbase_checkshape ( this , "index" , index , 2 , 1 , 1 );
+        //
+        index = 5;
+        cmd = "[ this , f , c , index ] = optimbase_function ( this , this.x0 , index )";
+        ierr=execstr(cmd,"errcatch");
+        optimbase_checkstatus ( "[f,c,index]=costf(x0,5)" , ierr )
+        this = optimbase_checkshape ( this , "c" , c , index , 1 , this.nbineqconst );
+        this = optimbase_checkshape ( this , "index" , index , 5 , 1 , 1 );
+        //
+        index = 6;
+        cmd = "[ this , f , c , index ] = optimbase_function ( this , this.x0 , index )";
+        ierr=execstr(cmd,"errcatch");
+        optimbase_checkstatus ( "[f,c,index]=costf(x0,6)" , ierr )
+        this = optimbase_checkshape ( this , "f" , f , index , 1 , 1 );
+        this = optimbase_checkshape ( this , "c" , c , index , 1 , this.nbineqconst );
+        this = optimbase_checkshape ( this , "index" , index , 6 , 1 , 1 );
+    end
+    //
+    // If there are no nonlinear constraints and derivatives, check that the index is correctly managed.
+    //
+    if ( ( this.nbineqconst == 0 ) & ( this.withderivatives ) ) then
+        //
+        index = 1;
+        cmd = "[ this , f , g , index ] = optimbase_function ( this , this.x0 , index )";
+        ierr=execstr(cmd,"errcatch");
+        optimbase_checkstatus ( "[f,g,index]=costf(x0,1)" , ierr )
+        this = optimbase_checkshape ( this , "index" , index , 1 , 1 , 1 );
+        //
+        index = 2;
+        cmd = "[ this , f , g , index ] = optimbase_function ( this , this.x0 , index )";
+        ierr=execstr(cmd,"errcatch");
+        optimbase_checkstatus ( "[f,g,index]=costf(x0,2)" , ierr )
+        this = optimbase_checkshape ( this , "f" , f , index , 1 , 1 );
+        this = optimbase_checkshape ( this , "index" , index , 2 , 1 , 1 );
+        //
+        index = 3;
+        cmd = "[ this , f , g , index ] = optimbase_function ( this , this.x0 , index )";
+        ierr=execstr(cmd,"errcatch");
+        optimbase_checkstatus ( "[f,g,index]=costf(x0,2)" , ierr )
+        this = optimbase_checkshape ( this , "g" , g , index , 1 , this.numberofvariables );
+        this = optimbase_checkshape ( this , "index" , index , 3 , 1 , 1 );
+        //
+        index = 4;
+        cmd = "[ this , f , g , index ] = optimbase_function ( this , this.x0 , index )";
+        ierr=execstr(cmd,"errcatch");
+        optimbase_checkstatus ( "[f,g,index]=costf(x0,4)" , ierr)
+        this = optimbase_checkshape ( this , "f" , f , index , 1 , 1 );
+        this = optimbase_checkshape ( this , "g" , g , index , 1 , this.numberofvariables );
+        this = optimbase_checkshape ( this , "index" , index , 4 , 1 , 1 );
+    end
+endfunction
+
+//
+// optimbase_checkstatus --
+//   Generates an error if ierr is nonzero, that is,
+//   if the cost function could not be evaluated.
+//
+function optimbase_checkstatus ( cmdstr , ierr )
+    if ( ierr <> 0 ) then
+        lamsg = lasterror()
+        lclmsg = gettext ( "%s: Cannot evaluate cost function with ""%s"": %s" )
+        errmsg = msprintf (lclmsg , "optimbase_checkcostfun",cmdstr, lamsg )
+        error ( errmsg );
+    end
+endfunction
+
+//
+// optimbase_checkcostfun --
+//   Check that the cost function is correctly connected.
+//   Generate an error if there is one.
+//
+function this = optimbase_checkshape ( this , varname , value , index , expectednrows , expectedncols )
+    if ( size(value,1) <> expectednrows ) then
+        if ( size(value,1) == expectedncols & size(value,2) == 1) then
+            // Allow column vector returns, just transpose them to get row vectors.
+            value = value';
+        else
+            errmsg = msprintf ( gettext ( "%s: The matrix %s from costf(x0,%d) has %d rows, instead of %d." ) , "optimbase_checkcostfun" , varname , index , size(value,1) , expectednrows )
+            error ( errmsg );
+        end
+    end
+    if ( size(value,2) <> expectedncols ) then
+        errmsg = msprintf ( gettext ( "%s: The matrix %s from costf(x0,%d) has %d columns, instead of %d." ) , "optimbase_checkcostfun" , varname , index , size(value,2) , expectedncols )
+        error ( errmsg );
+    end
+endfunction
diff --git a/modules/optimization/macros/optimbase/optimbase_checkx0.bin b/modules/optimization/macros/optimbase/optimbase_checkx0.bin
new file mode 100755
index 000000000..35148a2ad
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_checkx0.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_checkx0.sci b/modules/optimization/macros/optimbase/optimbase_checkx0.sci
new file mode 100755
index 000000000..03764953d
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_checkx0.sci
@@ -0,0 +1,22 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimbase_checkx0 --
+//   Returns %T if the initial guess is consistent with the bounds
+//   and the non linear inequality constraints, if any.
+//
+function this = optimbase_checkx0 ( this )
+    [ this , isfeasible ] = optimbase_isfeasible ( this , this.x0 )
+    if ( isfeasible <> 1 ) then
+        error(sprintf ( gettext("%s: Initial guess is not feasible."),"optimbase_checkx0") )
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimbase/optimbase_configure.bin b/modules/optimization/macros/optimbase/optimbase_configure.bin
new file mode 100755
index 000000000..715fa3a9d
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_configure.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_configure.sci b/modules/optimization/macros/optimbase/optimbase_configure.sci
new file mode 100755
index 000000000..b990ece3a
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_configure.sci
@@ -0,0 +1,224 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimbase_configure --
+//   Configure the current object with the given value for the given key.
+//
+function this = optimbase_configure (this,key,value)
+    UN=number_properties("tiny")
+    [lhs,rhs]=argn();
+    if ( rhs <> 3 ) then
+        errmsg = msprintf(gettext("%s: Wrong number of input argument: %d expected.\n"), "optimbase_configure", 3);
+        error(errmsg)
+    end
+    select key
+    case "-verbose" then
+        optimbase_typereal ( value , "value" , 3 );
+        optimbase_checkscalar ( "optimbase_configure" , value , "value" , 3 )
+        optimbase_checkgreq ( "optimbase_configure" , value , "value" , 3 , 0 )
+        this.verbose = value;
+    case "-verbosetermination" then
+        optimbase_typereal ( value , "value" , 3 );
+        optimbase_checkscalar ( "optimbase_configure" , value , "value" , 3 )
+        optimbase_checkgreq ( "optimbase_configure" , value , "value" , 3 , 0 )
+        this.verbosetermination = value;
+    case "-logfile" then
+        optimbase_typestring ( value , "value" , 3 );
+        optimbase_checkscalar ( "optimbase_configure" , value , "value" , 3 )
+        if ( this.logstartup ) then
+            this = optimbase_logshutdown ( this )
+        end
+        this.logfile = value;
+        this = optimbase_logstartup ( this );
+    case "-x0" then
+        optimbase_typereal ( value , "value" , 3 );
+        [n,m] = size(value);
+        if m<>1 then
+            if n==1 then // Allowing row vectors by transposing them into column vectors
+                value = value';
+                temp = m; // Switch the sizes in case we want to reuse them later in this function
+                m = n;
+                n = temp;
+            else
+                error(msprintf(gettext("%s: Wrong size for x0 argument: A vector expected."),"optimbase_configure"));
+            end
+        end
+        this.x0 = value;
+        this.numberofvariables = n; // Setting x0 also sets the size of the system
+    case "-maxfunevals" then
+        optimbase_typereal ( value , "value" , 3 );
+        optimbase_checkscalar ( "optimbase_configure" , value , "value" , 3 )
+        optimbase_checkgreq ( "optimbase_configure" , value , "value" , 3 , 1 )
+        this.maxfunevals = value;
+    case "-maxiter" then
+        optimbase_typereal ( value , "value" , 3 );
+        optimbase_checkscalar ( "optimbase_configure" , value , "value" , 3 )
+        optimbase_checkgreq ( "optimbase_configure" , value , "value" , 3 , 1 )
+        this.maxiter = value;
+    case "-tolfunabsolute" then
+        optimbase_typereal ( value , "value" , 3 );
+        optimbase_checkscalar ( "optimbase_configure" , value , "value" , 3 )
+        optimbase_checkgreq ( "optimbase_configure" , value , "value" , 3 , 0 )
+        this.tolfunabsolute = value;
+    case "-tolfunrelative" then
+        optimbase_typereal ( value , "value" , 3 );
+        optimbase_checkscalar ( "optimbase_configure" , value , "value" , 3 )
+        optimbase_checkgreq ( "optimbase_configure" , value , "value" , 3 , 0 )
+        this.tolfunrelative = value;
+    case "-tolxabsolute" then
+        optimbase_typereal ( value , "value" , 3 );
+        optimbase_checkscalar ( "optimbase_configure" , value , "value" , 3 )
+        optimbase_checkgreq ( "optimbase_configure" , value , "value" , 3 , 0 )
+        this.tolxabsolute = value;
+    case "-tolxrelative" then
+        optimbase_typereal ( value , "value" , 3 );
+        optimbase_checkscalar ( "optimbase_configure" , value , "value" , 3 )
+        optimbase_checkgreq ( "optimbase_configure" , value , "value" , 3 , 0 )
+        this.tolxrelative = value;
+    case "-tolxmethod" then
+        optimbase_typeboolean ( value , "value" , 3 );
+        optimbase_checkscalar ( "optimbase_configure" , value , "value" , 3 )
+        this.tolxmethod = value;
+    case "-tolfunmethod" then
+        optimbase_typeboolean ( value , "value" , 3 );
+        optimbase_checkscalar ( "optimbase_configure" , value , "value" , 3 )
+        this.tolfunmethod = value;
+    case "-function" then
+        optimbase_typecallable ( value , "value" , 3)
+        this.fun = value;
+    case "-outputcommand" then
+        optimbase_typecallable ( value , "value" , 3)
+        this.outputcommand = value;
+    case "-numberofvariables" then
+        optimbase_typereal ( value , "value" , 3 );
+        optimbase_checkscalar ( "optimbase_configure" , value , "value" , 3 )
+        optimbase_checkgreq ( "optimbase_configure" , value , "value" , 3 , 1 )
+        this.numberofvariables = value;
+    case "-storehistory" then
+        optimbase_typeboolean ( value , "value" , 3 );
+        optimbase_checkscalar ( "optimbase_configure" , value , "value" , 3 )
+        this.storehistory = value;
+    case "-boundsmin" then
+        optimbase_typereal ( value , "value" , 3 );
+        this.boundsmin = value;
+    case "-boundsmax" then
+        optimbase_typereal ( value , "value" , 3 );
+        this.boundsmax = value;
+    case "-nbineqconst" then
+        optimbase_typereal ( value , "value" , 3 );
+        optimbase_checkscalar ( "optimbase_configure" , value , "value" , 3 )
+        optimbase_checkgreq ( "optimbase_configure" , value , "value" , 3 , 0 )
+        this.nbineqconst = value;
+    case "-withderivatives" then
+        optimbase_typeboolean ( value , "value" , 3 );
+        optimbase_checkscalar ( "optimbase_configure" , value , "value" , 3 )
+        this.withderivatives = value;
+        //
+        // Obsolete options.
+        //
+    else
+        errmsg = msprintf(gettext("%s: Unknown key %s"),"optimbase_configure",key)
+        error(errmsg)
+    end
+endfunction
+// Generates an error if the given variable is not of type real
+function optimbase_typereal ( var , varname , ivar )
+    if ( type ( var ) <> 1 ) then
+        errmsg = msprintf(gettext("%s: Expected real variable for variable %s at input #%d, but got %s instead."),"optimbase_typereal", varname , ivar , typeof(var) );
+        error(errmsg);
+    end
+endfunction
+// Generates an error if the given variable is not of type string
+function optimbase_typestring ( var , varname , ivar )
+    if ( type ( var ) <> 10 ) then
+        errmsg = msprintf(gettext("%s: Expected string variable for variable %s at input #%d, but got %s instead."),"optimbase_typestring", varname , ivar , typeof(var) );
+        error(errmsg);
+    end
+endfunction
+// Generates an error if the given variable is not of type function (macro)
+function optimbase_typefunction ( var , varname , ivar )
+    if ( type ( var ) <> 13 ) then
+        errmsg = msprintf(gettext("%s: Expected function but for variable %s at input #%d, got %s instead."),"optimbase_typefunction", varname , ivar , typeof(var) );
+        error(errmsg);
+    end
+endfunction
+// Generates an error if the given variable is not of type boolean
+function optimbase_typeboolean ( var , varname , ivar )
+    if ( type ( var ) <> 4 ) then
+        errmsg = msprintf(gettext("%s: Expected boolean but for variable %s at input #%d, got %s instead."),"optimbase_typeboolean", varname , ivar , typeof(var) );
+        error(errmsg);
+    end
+endfunction
+
+// Generates an error if the value corresponding to an option is unknown.
+function unknownValueForOption ( value , optionname )
+    errmsg = msprintf(gettext("%s: Unknown value %s for %s option"),"unknownValueForOption",value , optionname );
+    error(errmsg);
+endfunction
+
+function optimbase_typecallable ( var , varname , ivar )
+    // Check that var is a function or a list
+    if ( and ( type ( var ) <> [11 13 15] ) ) then
+        errmsg = msprintf(gettext("%s: Expected function or list for variable %s at input #%d, but got %s instead."),"optimbase_typecallable", varname , ivar , typeof(var) );
+        error(errmsg);
+    end
+    if ( type ( var ) == 15 ) then
+        // Check that var(1) is a function
+        if ( and ( type ( var(1) ) <> [11 13] ) ) then
+            errmsg = msprintf(gettext("%s: Expected function for variable %s(1) at input #%d, but got %s instead."),"optimbase_typecallable", varname , ivar , typeof(var) );
+            error(errmsg);
+        end
+    end
+endfunction
+
+function optimbase_checkrange ( funname , var , varname , ivar , vmin , vmax )
+    if ( ~and ( vmin <= var & var <= vmax ) ) then
+        k = find ( vmin > var | var > vmax )
+        k = k(1)
+        errmsg = msprintf(gettext("%s: Expected that all entries of input argument %s at input #%d are in the range [%s,%s], but entry #%d is equal to %s."),funname,varname,ivar,string(vmin),string(vmax),k,string(var(k)));
+        error(errmsg);
+    end
+endfunction
+
+function optimbase_checkgreq ( funname , var , varname , ivar , thr )
+    if ( or ( var < thr ) ) then
+        k = find ( var < thr )
+        k = k(1)
+        errmsg = msprintf(gettext("%s: Expected that all entries of input argument %s at input #%d are greater or equal than %s, but entry #%d is equal to %s."),funname,varname,ivar,string(thr),k,string(var(k)));
+        error(errmsg);
+    end
+endfunction
+
+function optimbase_checkflint ( funname , var , varname , ivar )
+    if ( or ( round(var)<>var ) ) then
+        k = find ( round(var)<>var )
+        k = k(1)
+        errmsg = msprintf(gettext("%s: Expected floating point integer for input argument %s at input #%d, but entry #%d is equal to %s."),funname,varname,ivar,k,string(var(k)));
+        error(errmsg);
+    end
+endfunction
+
+function optimbase_checkscalar ( funname , var , varname , ivar )
+    if ( or(size(var) <> [1 1]) ) then
+        strcomp = strcat(string(size(var))," ")
+        errmsg = msprintf(gettext("%s: Wrong size for input argument #%d: %d-by-%d matrix expected.\n"), funname, ivar , 1, 1 );
+        error(errmsg)
+    end
+endfunction
+
+function optimbase_checkoption ( funname , var , varname , ivar , expectedopt )
+    if ( and ( var <> expectedopt ) ) then
+        stradd = """ or """
+        strexp = """" + strcat(string(expectedopt),stradd) + """"
+        errmsg = msprintf(gettext("%s: Expected value [%s] for input argument %s at input #%d, but got ""%s"" instead."),funname,strexp,varname,ivar,string(var));
+        error(errmsg);
+    end
+endfunction
diff --git a/modules/optimization/macros/optimbase/optimbase_destroy.bin b/modules/optimization/macros/optimbase/optimbase_destroy.bin
new file mode 100755
index 000000000..89485b084
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_destroy.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_destroy.sci b/modules/optimization/macros/optimbase/optimbase_destroy.sci
new file mode 100755
index 000000000..b966bb055
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_destroy.sci
@@ -0,0 +1,27 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimbase_destroy --
+//   Destroy an object.
+//
+function this = optimbase_destroy (this)
+    [lhs,rhs]=argn();
+    if ( rhs <> 1 ) then
+        errmsg = msprintf(gettext("%s: Wrong number of input argument: %d expected.\n"), "optimbase_destroy", 1);
+        error(errmsg)
+    end
+    this.historyfopt = [];
+    this.historyxopt = [];
+    if ( this.logstartup ) then
+        this = optimbase_logshutdown ( this );
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimbase/optimbase_function.bin b/modules/optimization/macros/optimbase/optimbase_function.bin
new file mode 100755
index 000000000..b0bdeb26c
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_function.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_function.sci b/modules/optimization/macros/optimbase/optimbase_function.sci
new file mode 100755
index 000000000..acc4c0aa3
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_function.sci
@@ -0,0 +1,215 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimbase_function --
+//   Call the cost function and return the value.
+//   If a cost function argument is defined in current object,
+//   pass it to the function.
+//   If an index is defined as input argument, pass it to the
+//   function, always as second argument.
+// Arguments
+//   x : the point where the function is to be evaluated.
+//   index, input : a flag to pass to the cost function
+//      if index=1, output a message, and compute whatever is required
+//      if index=2, compute f
+//      if index=3, compute g
+//      if index=4, compute f and g
+//      if index=5, returns c
+//      if index=6, returns f and c
+//      if index=7, returns f, g, c and gc
+//    where
+//      f : the cost function
+//      g : the gradient of the cost function
+//      c : the nonlinear, positive constraints
+//      gc : the gradient of the nonlinear, positive constraints
+//    Other values of index might be used in the future,
+//    for example, when an derivative-based optimizer with
+//    non linear constraints is required.
+//   index, output :
+//     if index > 0, everything went fine
+//     if index == 0, interrupts the optimization
+//     if index < 0, f cannot be evaluated
+// Calling sequences :
+//   [ this , f , index ] = optimbase_function ( this , x , index )
+//   [ this , f , g , index ] = optimbase_function ( this , x , index )
+//   [ this , f , c , index ] = optimbase_function ( this , x , index )
+//   [ this , f , g , c , gc , index ] = optimbase_function ( this , x , index )
+// Not Authorized Calling sequences of the optimbase_function:
+//   Rejected because there is no index in input :
+//   [ this , f , index ] = optimbase_function ( this , x )
+//   [ this , f ] = optimbase_function ( this , x )
+//   Rejected because there is no index in output :
+//   [ this , f ] = optimbase_function ( this , x , index )
+//   [ this , f , g ] = optimbase_function ( this , x , index )
+//   [ this , f , c ] = optimbase_function ( this , x , index )
+//   [ this , f , g , c , gc ] = optimbase_function ( this , x , index )
+//
+// Calling sequences of the cost function:
+//   > Without additional data
+//   [ f , index ] = costf ( x , index )
+//   [ f , g , index ] = costf ( x , index )
+//   [ f , c , index ] = costf ( x , index )
+//   [ f , g , c , gc , index ] = costf ( x , index )
+//   > With additional data
+//   [ f , index ] = costf ( x , index , a1, a2, ... )
+//   [ f , g , index ] = costf ( x , index , a1, a2, ... )
+//   [ f , c , index ] = costf ( x , index , a1, a2, ... )
+//   [ f , g , c , gc , index ] = costf ( x , index , a1, a2, ... )
+// Not Authorized Calling sequences of the cost function:
+//   Rejected because there is no index in input :
+//   [ f ] = costf ( this , x )
+//   [ f , index ] = costf ( this , x )
+//   [ f ] = costf ( this , x , a1, a2, ... )
+//   [ f , index ] = costf ( this , x , a1, a2, ... )
+//   Rejected because there is no index in output :
+//   [ f ] = costf ( this , x , index )
+//   [ f , g ] = costf ( this , x , index )
+//   [ f , c ] = costf ( this , x , index )
+//   [ f , g , c ] = costf ( this , x , index )
+//   [ f ] = costf ( this , x , index , a1, a2, ... )
+//   [ f , g ] = costf ( this , x , index , a1, a2, ... )
+//   [ f , g , c ] = costf ( this , x , index , a1, a2, ... )
+//   [ f , c ] = costf ( this , x , index , a1, a2, ... )
+//
+function varargout = optimbase_function ( this , x , index )
+    [lhs,rhs]=argn();
+    if ( rhs <> 3 ) then
+        errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while 2 are expected."), "optimbase_function", rhs);
+        error(errmsg)
+    end
+    if ( ( lhs < 3 ) | ( lhs > 5 ) ) then
+        errmsg = msprintf(gettext("%s: Unexpected number of output arguments : %d provided while 3 to 5 are expected."), "optimbase_function", lhs);
+        error(errmsg)
+    end
+    if this.fun == "" then
+        errmsg = msprintf(gettext("%s: Empty function (use -function option)."), "optimbase_function")
+        error(errmsg)
+    end
+    this.funevals = this.funevals + 1;
+    if this.verbose == 1 then
+        msg = sprintf ( "Function Evaluation #%d, index=%d, x= [%s]" , ...
+        this.funevals , index, strcat(string(x)," "))
+        this = optimbase_log ( this , msg )
+    end
+    //
+    // Setup the callback and its arguments
+    //
+    funtype = typeof(this.fun)
+    if ( funtype == "function" ) then
+        __optimbase_f__ = this.fun
+        //
+        // Backward-compatibility: process the costfargument field
+        //
+        if ( typeof(this.costfargument) == "string" ) then
+            __optimbase_args__ = list()
+        else
+            __optimbase_args__ = list(this.costfargument)
+        end
+    else
+        __optimbase_f__ = this.fun(1)
+        __optimbase_args__ = list(this.fun(2:$))
+    end
+    if ( this.withderivatives ) then
+        if ( this.nbineqconst == 0 ) then
+            // [ f , g , index ] = costf ( x , index )
+            // [ f , g , index ] = costf ( x , index , a1, a2, ... )
+            // [ this , f , g , index ] = optimbase_function ( this , x , index )
+            [ f , g , index ] = __optimbase_f__ ( x , index , __optimbase_args__(1:$) );
+            if type(f) <> 1 | ~isreal(f) then
+                errmsg = msprintf(_("%s: Wrong type for user function output argument #%d: A real matrix expected."), "optimbase_function", 1);
+                error(errmsg)
+            end
+            if type(g) <> 1 | ~isreal(g) then
+                errmsg = msprintf(_("%s: Wrong type for user function output argument #%d: A real matrix expected."), "optimbase_function", 2);
+                error(errmsg)
+            end
+            if type(index) <> 1 | ~isreal(index) then
+                errmsg = msprintf(_("%s: Wrong type for user function output argument #%d: A real matrix expected."), "optimbase_function", 3);
+                error(errmsg)
+            end
+            varargout(1) = this
+            varargout(2) = f
+            varargout(3) = g
+            varargout(4) = index
+        else
+            // [ f , g , c , gc , index ] = costf ( x , index )
+            // [ f , g , c , gc , index ] = costf ( x , index , a1, a2, ... )
+            // [ this , f , g , c , gc , index ] = optimbase_function ( this , x , index )
+            [ f , g , c , gc , index ] = __optimbase_f__ ( x , index , __optimbase_args__(1:$) );
+            if type(f) <> 1 | ~isreal(f) then
+                errmsg = msprintf(_("%s: Wrong type for user function output argument #%d: A real matrix expected."), "optimbase_function", 1);
+                error(errmsg)
+            end
+            if type(g) <> 1 | ~isreal(g) then
+                errmsg = msprintf(_("%s: Wrong type for user function output argument #%d: A real matrix expected."), "optimbase_function", 2);
+                error(errmsg)
+            end
+            if type(c) <> 1 | ~isreal(c) then
+                errmsg = msprintf(_("%s: Wrong type for user function output argument #%d: A real matrix expected."), "optimbase_function", 3);
+                error(errmsg)
+            end
+            if type(gc) <> 1 | ~isreal(gc) then
+                errmsg = msprintf(_("%s: Wrong type for user function output argument #%d: A real matrix expected."), "optimbase_function", 4);
+                error(errmsg)
+            end
+            if type(index) <> 1 | ~isreal(index) then
+                errmsg = msprintf(_("%s: Wrong type for user function output argument #%d: A real matrix expected."), "optimbase_function", 5);
+                error(errmsg)
+            end
+            varargout(1) = this
+            varargout(2) = f
+            varargout(3) = g
+            varargout(4) = c
+            varargout(5) = gc
+            varargout(6) = index
+        end
+    else
+        if ( this.nbineqconst == 0 ) then
+            // [ f , index ] = costf ( x , index )
+            // [ f , index ] = costf ( x , index , a1, a2, ... )
+            // [ this , f , index ] = optimbase_function ( this , x , index )
+            [ f , index ] = __optimbase_f__ ( x , index , __optimbase_args__(1:$) );
+            if type(f) <> 1 | ~isreal(f) then
+                errmsg = msprintf(_("%s: Wrong type for user function output argument #%d: A real matrix expected."), "optimbase_function", 1);
+                error(errmsg)
+            end
+            if type(index) <> 1 | ~isreal(index) then
+                errmsg = msprintf(_("%s: Wrong type for user function output argument #%d: A real matrix expected."), "optimbase_function", 2);
+                error(errmsg)
+            end
+            varargout(1) = this
+            varargout(2) = f
+            varargout(3) = index
+        else
+            // [ f , c , index ] = costf ( x , index )
+            // [ f , c , index ] = costf ( x , index , a1, a2, ... )
+            // [ this , f , c , index ] = optimbase_function ( this , x , index )
+            [ f , c , index ] = __optimbase_f__ ( x , index , __optimbase_args__(1:$) );
+            if type(f) <> 1 | ~isreal(f) then
+                errmsg = msprintf(_("%s: Wrong type for user function output argument #%d: A real matrix expected."), "optimbase_function", 1);
+                error(errmsg)
+            end
+            if type(c) <> 1 | ~isreal(c) then
+                errmsg = msprintf(_("%s: Wrong type for user function output argument #%d: A real matrix expected."), "optimbase_function", 2);
+                error(errmsg)
+            end
+            if type(index) <> 1 | ~isreal(index) then
+                errmsg = msprintf(_("%s: Wrong type for user function output argument #%d: A real matrix expected."), "optimbase_function", 3);
+                error(errmsg)
+            end
+            varargout(1) = this
+            varargout(2) = f
+            varargout(3) = c
+            varargout(4) = index
+        end
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimbase/optimbase_get.bin b/modules/optimization/macros/optimbase/optimbase_get.bin
new file mode 100755
index 000000000..f3e447ac8
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_get.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_get.sci b/modules/optimization/macros/optimbase/optimbase_get.sci
new file mode 100755
index 000000000..4e269707c
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_get.sci
@@ -0,0 +1,59 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+
+//
+// optimbase_get --
+//   Get the value for the given key.
+//   If the key is unknown, generates an error.
+//   This command corresponds with options which are not
+//   available directly to the user interface, but are computed internally.
+//
+function value = optimbase_get (this,key)
+    [lhs,rhs]=argn();
+    if ( rhs <> 2 ) then
+        errmsg = msprintf(gettext("%s: Wrong number of input argument: %d expected.\n"), "optimbase_get", 2);
+        error(errmsg)
+    end
+    select key
+    case "-funevals" then
+        value = this.funevals;
+    case "-iterations" then
+        value = this.iterations;
+    case "-xopt" then
+        value = this.xopt;
+    case "-fopt" then
+        value = this.fopt;
+    case "-historyxopt" then
+        if ( ~this.storehistory ) then
+            errmsg = msprintf(gettext("%s: History disabled ; enable -storehistory option."),"optimbase_get")
+            error(errmsg)
+        else
+            value = this.historyxopt;
+        end
+    case "-historyfopt" then
+        if ( ~this.storehistory ) then
+            errmsg = msprintf(gettext("%s: History disabled ; enable -storehistory option."),"optimbase_get")
+            error(errmsg)
+        else
+            value = this.historyfopt;
+        end
+    case "-fx0" then
+        value = this.fx0;
+    case "-status" then
+        value = this.status;
+    case "-logstartup" then
+        value = this.logstartup;
+    else
+        errmsg = msprintf(gettext("%s: Unknown key %s"),"optimbase_get",key)
+        error(errmsg)
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimbase/optimbase_hasbounds.bin b/modules/optimization/macros/optimbase/optimbase_hasbounds.bin
new file mode 100755
index 000000000..d2fe25873
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_hasbounds.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_hasbounds.sci b/modules/optimization/macros/optimbase/optimbase_hasbounds.sci
new file mode 100755
index 000000000..2a457cf89
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_hasbounds.sci
@@ -0,0 +1,25 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+
+
+//
+// optimbase_hasbounds --
+//   Returns %T if current problem has bounds.
+// Arguments
+//   this : the current object
+//   hasbounds : %T or %F (see above)
+//
+function [ this , hasbounds ] = optimbase_hasbounds ( this )
+    maxl = length ( this.boundsmax )
+    minl = length ( this.boundsmin )
+    hasbounds = ( maxl <> 0 | minl <> 0 )
+endfunction
+
diff --git a/modules/optimization/macros/optimbase/optimbase_hasconstraints.bin b/modules/optimization/macros/optimbase/optimbase_hasconstraints.bin
new file mode 100755
index 000000000..d3c1bdd1b
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_hasconstraints.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_hasconstraints.sci b/modules/optimization/macros/optimbase/optimbase_hasconstraints.sci
new file mode 100755
index 000000000..c387fbbe9
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_hasconstraints.sci
@@ -0,0 +1,30 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+
+
+//
+// optimbase_hasconstraints --
+//   Returns %T if current problem has
+//   * bounds constraints or
+//   * linear constraints or
+//   * non linear constraints.
+// Arguments
+//   this : the current object
+//   hasbounds : %T or %F (see above)
+// TODO  : linear constraints
+//
+function [ this , hascons ] = optimbase_hasconstraints ( this )
+    hascons = %f
+    hascons = ( hascons | ( this.nbineqconst > 0 ) )
+    maxl = length ( this.boundsmax )
+    minl = length ( this.boundsmin )
+    hascons = ( hascons | ( maxl <> 0 ) | ( minl <> 0 ) )
+endfunction
diff --git a/modules/optimization/macros/optimbase/optimbase_hasnlcons.bin b/modules/optimization/macros/optimbase/optimbase_hasnlcons.bin
new file mode 100755
index 000000000..70f760f78
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_hasnlcons.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_hasnlcons.sci b/modules/optimization/macros/optimbase/optimbase_hasnlcons.sci
new file mode 100755
index 000000000..4d1c31e8e
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_hasnlcons.sci
@@ -0,0 +1,24 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+
+
+//
+// optimbase_hasnlcons --
+//   Returns %T if current problem has non
+//   linear constraints.
+// Arguments
+//   this : the current object
+//   hasnlcons : %T or %F (see above)
+//
+function [ this , hasnlcons ] = optimbase_hasnlcons ( this )
+    hasnlcons = ( this.nbineqconst > 0 )
+endfunction
+
diff --git a/modules/optimization/macros/optimbase/optimbase_histget.bin b/modules/optimization/macros/optimbase/optimbase_histget.bin
new file mode 100755
index 000000000..850ccccb1
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_histget.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_histget.sci b/modules/optimization/macros/optimbase/optimbase_histget.sci
new file mode 100755
index 000000000..fd47fd2ce
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_histget.sci
@@ -0,0 +1,39 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+
+//
+// optimbase_histget --
+//   Returns the history value for the given key.
+//   If the key is unknown, generates an error.
+// Arguments
+//   iter : the iteration for which the data is to store
+//   key : the name of the data to store
+//
+function value = optimbase_histget ( this , iter , key )
+    if ( ~this.storehistory ) then
+        errmsg = msprintf(gettext("%s: History disabled ; turn on -storehistory option.") , "optimbase_histget" )
+        error(errmsg)
+    end
+    if iter < 1 then
+        errmsg = msprintf(gettext("%s: Negative iteration index %d is not allowed.") , "optimbase_histget" , iter )
+        error(errmsg)
+    end
+    select key
+    case "-xopt" then
+        value = this.historyxopt ( iter );
+    case "-fopt" then
+        value = this.historyfopt ( iter );
+    else
+        errmsg = msprintf(gettext("%s: Unknown key %s") , "optimbase_histget" ,key)
+        error(errmsg)
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimbase/optimbase_histset.bin b/modules/optimization/macros/optimbase/optimbase_histset.bin
new file mode 100755
index 000000000..9c09d75cb
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_histset.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_histset.sci b/modules/optimization/macros/optimbase/optimbase_histset.sci
new file mode 100755
index 000000000..cb1e80f38
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_histset.sci
@@ -0,0 +1,39 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+
+//
+// optimbase_histset --
+//   Set the history value at given iteration for the given key.
+//   If the key is unknown, generates an error.
+// Arguments
+//   iter : the iteration for which the data is to store
+//   key : the name of the data to store
+//   value : the value to store
+//
+function this = optimbase_histset ( this , iter , key , value )
+    if ( ~this.storehistory ) then
+        errmsg = msprintf(gettext("%s: History disabled ; turn on -storehistory option.") , "optimbase_histset" )
+        error(errmsg)
+    end
+    if iter < 1 then
+        errmsg = msprintf(gettext("%s: Negative iteration index are not allowed.") , "optimbase_histset" )
+        error(errmsg)
+    end
+    select key
+    case "-xopt" then
+        this.historyxopt ( iter ) = value;
+    case "-fopt" then
+        this.historyfopt ( iter ) = value;
+    else
+        errmsg = msprintf(gettext("%s: Unknown key %s" ) , "optimbase_histset" , key )
+        error(errmsg)
+    end
+endfunction
diff --git a/modules/optimization/macros/optimbase/optimbase_incriter.bin b/modules/optimization/macros/optimbase/optimbase_incriter.bin
new file mode 100755
index 000000000..37cb03e7d
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_incriter.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_incriter.sci b/modules/optimization/macros/optimbase/optimbase_incriter.sci
new file mode 100755
index 000000000..a5dcdac05
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_incriter.sci
@@ -0,0 +1,18 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimbase_incriter --
+//   Increments the number of iterations.
+//
+function this = optimbase_incriter ( this )
+    this.iterations = this.iterations + 1
+endfunction
+
diff --git a/modules/optimization/macros/optimbase/optimbase_isfeasible.bin b/modules/optimization/macros/optimbase/optimbase_isfeasible.bin
new file mode 100755
index 000000000..ce0d603c9
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_isfeasible.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_isfeasible.sci b/modules/optimization/macros/optimbase/optimbase_isfeasible.sci
new file mode 100755
index 000000000..d7641e893
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_isfeasible.sci
@@ -0,0 +1,68 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimbase_isfeasible --
+//   Returns 1 if the given point satisfies bounds constraints and inequality constraints.
+//   Returns 0 if the given point is not in the bounds.
+//   Returns -1 if the given point does not satisfies inequality constraints.
+// Arguments
+//   x : the point to analyse
+//   isfeasible : = 1, 0 or -1 (see above)
+//
+function [ this , isfeasible ] = optimbase_isfeasible ( this , x )
+    isfeasible = 1
+    //
+    // Check if the point is in the bounds.
+    //
+    if ( isfeasible == 1 ) then
+        [ this , hasbounds ] = optimbase_hasbounds ( this );
+        if ( hasbounds ) then
+            for ix = 1 : this.numberofvariables
+                xmin = this.boundsmin ( ix )
+                xmax = this.boundsmax ( ix )
+                xix = x ( ix )
+                if ( xix < xmin ) then
+                    isfeasible = 0
+                    this = optimbase_log ( this , sprintf ( "Component #%d/%d of x is lower than min bound %s", ...
+                    ix , this.numberofvariables , string(xmin) ) )
+                    break
+                end
+                if (xix > xmax) then
+                    isfeasible = 0
+                    this = optimbase_log ( this , sprintf ( "Component #%d/%d of x is greater than max bound %s", ...
+                    ix , this.numberofvariables , string(xmax) ) )
+                    break
+                end
+            end
+        end
+    end
+    //
+    // Check inequality constraints
+    //
+    if ( isfeasible == 1 ) then
+        if ( this.nbineqconst > 0) then
+            if ( this.withderivatives ) then
+                [ this , f , g , c , gc , index ] = optimbase_function ( this , x , 5 );
+            else
+                [ this , f , c , index ] = optimbase_function ( this , x , 5 );
+            end
+            for ic = 1 : this.nbineqconst
+                if ( c ( ic ) < 0.0 ) then
+                    this = optimbase_log ( this , sprintf ( "Inequality constraint #%d/%d is not satisfied for x", ...
+                    ic , this.nbineqconst ) )
+                    isfeasible = -1
+                    break
+                end
+            end
+        end
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimbase/optimbase_isinbounds.bin b/modules/optimization/macros/optimbase/optimbase_isinbounds.bin
new file mode 100755
index 000000000..d4cac7e83
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_isinbounds.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_isinbounds.sci b/modules/optimization/macros/optimbase/optimbase_isinbounds.sci
new file mode 100755
index 000000000..6c50ae774
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_isinbounds.sci
@@ -0,0 +1,42 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimbase_isinbounds --
+//   Returns %t if the given point satisfies bounds constraints.
+//   Returns %f if the given point is not in the bounds.
+// Arguments
+//   x : the point to analyse
+//   isfeasible : = %t, %f
+//
+function [ this , isfeasible ] = optimbase_isinbounds ( this , x )
+    isfeasible = %t
+    [ this , hasbounds ] = optimbase_hasbounds ( this );
+    if ( hasbounds ) then
+        for ix = 1 : this.numberofvariables
+            xmin = this.boundsmin ( ix )
+            xmax = this.boundsmax ( ix )
+            xix = x ( ix )
+            if ( xix < xmin ) then
+                isfeasible = %f
+                this = optimbase_log ( this , sprintf ( "Component #%d/%d of x is lower than min bound %s", ...
+                ix , this.numberofvariables , string(xmin) ) )
+                break
+            end
+            if (xix > xmax) then
+                isfeasible = %f
+                this = optimbase_log ( this , sprintf ( "Component #%d/%d of x is greater than max bound %s", ...
+                ix , this.numberofvariables , string(xmax) ) )
+                break
+            end
+        end
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimbase/optimbase_isinnonlincons.bin b/modules/optimization/macros/optimbase/optimbase_isinnonlincons.bin
new file mode 100755
index 000000000..1614293af
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_isinnonlincons.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_isinnonlincons.sci b/modules/optimization/macros/optimbase/optimbase_isinnonlincons.sci
new file mode 100755
index 000000000..45077a566
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_isinnonlincons.sci
@@ -0,0 +1,36 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimbase_isinnonlincons --
+//   Returns %t if the given point satisfies inequality constraints.
+//   Returns %f if the given point does not satisfies inequality constraints.
+// Arguments
+//   x : the point to analyse
+//   isfeasible : = %t or %f
+//
+function [ this , isfeasible ] = optimbase_isinnonlincons ( this , x )
+    isfeasible = %t
+    if ( this.nbineqconst > 0) then
+        if ( this.withderivatives ) then
+            [ this , f , g , c , gc , index ] = optimbase_function ( this , x , 2 );
+        else
+            [ this , f , c , index ] = optimbase_function ( this , x , 5 );
+        end
+        for ic = 1 : this.nbineqconst
+            if ( c ( ic ) < 0.0 ) then
+                this = optimbase_log ( this , sprintf ( "Inequality constraint #%d/%d is not satisfied for x", ...
+                ic , this.nbineqconst ) )
+                isfeasible = %f
+                break
+            end
+        end
+    end
+endfunction
diff --git a/modules/optimization/macros/optimbase/optimbase_log.bin b/modules/optimization/macros/optimbase/optimbase_log.bin
new file mode 100755
index 000000000..53584c597
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_log.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_log.sci b/modules/optimization/macros/optimbase/optimbase_log.sci
new file mode 100755
index 000000000..41fa18233
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_log.sci
@@ -0,0 +1,30 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimbase_log --
+//   If verbose logging is enabled, prints the given message in the console.
+//   If verbose logging is disabled, does nothing.
+//
+function this = optimbase_log (this,msg)
+    [lhs,rhs]=argn();
+    if ( rhs <> 2 ) then
+        errmsg = msprintf(gettext("%s: Wrong number of input argument: %d expected.\n"), "optimbase_log", 2);
+        error(errmsg)
+    end
+    if ( this.verbose == 1 ) then
+        if ( this.logfile <> "" ) then
+            mfprintf ( this.logfilehandle , "%s\n" , msg );
+        else
+            mprintf("%s\n",msg);
+        end
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimbase/optimbase_logshutdown.bin b/modules/optimization/macros/optimbase/optimbase_logshutdown.bin
new file mode 100755
index 000000000..e6a46d6aa
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_logshutdown.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_logshutdown.sci b/modules/optimization/macros/optimbase/optimbase_logshutdown.sci
new file mode 100755
index 000000000..66580da32
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_logshutdown.sci
@@ -0,0 +1,27 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimbase_logshutdown --
+//   Shut down the logging.
+//   If the logging is already started up, generates an error.
+//   If the loggin is started up, if there is a log file, close it.
+//
+function this = optimbase_logshutdown ( this )
+    if ~this.logstartup then
+        error ( gettext ( "%s: Logging not started." , "optimbase_logshutdown" ) )
+    else
+        this.logstartup = %f;
+        if ( this.logfile <> "" ) then
+            mclose( this.logfilehandle );
+        end
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimbase/optimbase_logstartup.bin b/modules/optimization/macros/optimbase/optimbase_logstartup.bin
new file mode 100755
index 000000000..58c345073
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_logstartup.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_logstartup.sci b/modules/optimization/macros/optimbase/optimbase_logstartup.sci
new file mode 100755
index 000000000..d91d74705
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_logstartup.sci
@@ -0,0 +1,40 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimbase_logstartup --
+//   Automatically startup logging.
+//   If the logging is already started up, generates an error.
+//   If the logging is not started up, if there is a log file configured,
+//   open that log file to append messages.
+//
+function this = optimbase_logstartup ( this )
+    if ( this.logstartup ) then
+        error ( gettext ( "%s: Logging already started." , "optimbase_logstartup" ) )
+    else
+        this.logstartup = %t;
+        if ( this.logfile <> "" ) then
+            if ( this.logfilehandle <> 0 ) then
+                error ( gettext ( "%s: Log file handle non zero while starting up the logging." , "optimbase_logstartup" ) )
+            end
+            this.logfilehandle = mopen( this.logfile , "a" );
+            c = clock();
+            year = c(1);
+            month = c(2);
+            day = c(3);
+            hour = c(4);
+            minute = c(5);
+            seconds = c(6);
+            mfprintf ( this.logfilehandle , "Optimbase ready for logging at %d-%d-%d %d:%d:%d\n" , ...
+            year , month , day , hour , minute , seconds );
+        end
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimbase/optimbase_new.bin b/modules/optimization/macros/optimbase/optimbase_new.bin
new file mode 100755
index 000000000..f0cdc8211
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_new.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_new.sci b/modules/optimization/macros/optimbase/optimbase_new.sci
new file mode 100755
index 000000000..9b7e21924
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_new.sci
@@ -0,0 +1,136 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimbase_new --
+//   Creates a new Optimization object.
+//
+function newobj = optimbase_new ()
+    [lhs,rhs]=argn();
+    if ( rhs <> 0 ) then
+        errmsg = msprintf(gettext("%s: Wrong number of input argument: %d expected.\n"), "optimbase_new", 0);
+        error(errmsg)
+    end
+    newobj = tlist(["TOPTIM"
+    "verbose"
+    "x0"
+    "fx0"
+    "xopt"
+    "fopt"
+    "tolfunabsolute"
+    "tolfunrelative"
+    "tolfunmethod"
+    "tolxabsolute"
+    "tolxrelative"
+    "tolxmethod"
+    "funevals"
+    "maxfunevals"
+    "iterations"
+    "maxiter"
+    "fun"
+    "status"
+    "historyfopt"
+    "historyxopt"
+    "verbosetermination"
+    "outputcommand"
+    "numberofvariables"
+    "storehistory"
+    "boundsmin"
+    "boundsmax"
+    "nbineqconst"
+    "logfile"
+    "logfilehandle"
+    "logstartup"
+    "withderivatives"
+    //
+    // Obsolete options.
+    //
+    "costfargument"
+    "outputcommandarg"
+    ]);
+    // The number of variables to optimize
+    newobj.numberofvariables = 0
+    // The verbose option, controlling the amount of messages
+    newobj.verbose = 0;
+    // The verbose option for termination criteria
+    newobj.verbosetermination = 0;
+    // The initial guess
+    newobj.x0 = [];
+    // The value of the function for the initial guess
+    newobj.fx0 = [];
+    // The maximum number of function evaluations
+    newobj.maxfunevals = 100;
+    // The maximum number of iterations
+    newobj.maxiter = 100;
+    // Possible values : %f, %t
+    // This criteria is suitable for functions which minimum is
+    // associated with a function value equal to 0.
+    newobj.tolfunmethod = %f;
+    // The absolute tolerance on function value
+    newobj.tolfunabsolute = 0.0;
+    // The relative tolerance on function value
+    newobj.tolfunrelative = %eps;
+    // The absolute tolerance on x
+    newobj.tolxabsolute = 0.0;
+    // The relative tolerance on x
+    newobj.tolxrelative = sqrt(%eps);
+    // The number of function evaluations
+    newobj.funevals = 0;
+    // The number of iterations
+    newobj.iterations = 0;
+    // The optimum parameter
+    newobj.xopt = 0;
+    // The optimum function value
+    newobj.fopt = 0;
+    // Possible values : %f, %t
+    newobj.tolxmethod = %t;
+    // The status of the optimization
+    newobj.status = "";
+    // The command called back for output
+    newobj.outputcommand = "";
+    // The cost function
+    newobj.fun = "";
+    // The flag which enables/disables the storing of the history
+    newobj.storehistory = %f;
+    // The array to store the history for xopt
+    newobj.historyxopt = list();
+    // The array to store the history for fopt
+    newobj.historyfopt = [];
+    // Maximum bounds for the parameters
+    newobj.boundsmax = [];
+    // Minimum bounds for the parameters
+    newobj.boundsmin = [];
+    // The number of nonlinear inequality constraints
+    newobj.nbineqconst = 0;
+    // The name of the log file
+    newobj.logfile = "";
+    // The handle for the log file
+    newobj.logfilehandle = 0;
+    // Set to %t when the logging is started up
+    newobj.logstartup = %f;
+    // Set to %t when the method uses derivatives
+    newobj.withderivatives = %f
+    //
+    // Obsolete options
+    //
+    // The costf argument is initialized as a string.
+    // If the user configure this option, it is expected
+    // that a matrix of values or a list, tlist, mlist is
+    // passed so that the argument is appended to the name of the
+    // function.
+    newobj.costfargument = "";
+    // The outputcommand argument is initialized as a string.
+    // If the user configure this option, it is expected
+    // that a matrix of values or a list, tlist, mlist is
+    // passed so that the argument is appended to the name of the
+    // function.
+    newobj.outputcommandarg = ""
+endfunction
+
diff --git a/modules/optimization/macros/optimbase/optimbase_outputcmd.bin b/modules/optimization/macros/optimbase/optimbase_outputcmd.bin
new file mode 100755
index 000000000..706bb5e1c
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_outputcmd.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_outputcmd.sci b/modules/optimization/macros/optimbase/optimbase_outputcmd.sci
new file mode 100755
index 000000000..4a3c954fc
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_outputcmd.sci
@@ -0,0 +1,63 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimbase_outputcmd --
+//   Calls back user's output command
+// Arguments
+//   this : the current object
+//   state : the state of the algorithm,
+//     "init", "done", "iter"
+//   data : the data to pass to the client output command
+//   stop : set to true to stop the algorithm
+//
+function stop = optimbase_outputcmd ( this , ...
+    state , data )
+    if ( this.outputcommand <> "" ) then
+        //
+        // Setup the callback and its arguments
+        //
+        funtype = typeof(this.outputcommand)
+        if ( funtype == "function" ) then
+            __optimbase_f__ = this.outputcommand
+            //
+            // Backward-compatibility: process the outputcommandarg field
+            //
+            if ( typeof(this.outputcommandarg) == "string" ) then
+                __optimbase_args__ = list()
+            else
+                __optimbase_args__ = list(this.outputcommandarg)
+            end
+        else
+            __optimbase_f__ = this.outputcommand(1)
+            __optimbase_args__ = list(this.outputcommand(2:$))
+        end
+        //
+        // Callback the output
+        //
+        stop = __optimbase_f__ ( state , data , __optimbase_args__(1:$) )
+        //
+        // Backward-compatibility: define the stop variable
+        //
+        if ( exists("stop")==0 ) then
+            optb_warnheaderobsolete ( "outputfun(state,data)" , "stop=outputfun(state,data)", "5.4.1" )
+            stop = %f
+        end
+    end
+endfunction
+
+function optb_warnheaderobsolete ( oldheader , newheader , removedVersion )
+    warnMessage = msprintf(_("Calling sequence %s is obsolete."),oldheader)
+    warnMessage = [warnMessage, msprintf(_("Please use %s instead."),newheader)]
+    warnMessage = [warnMessage, msprintf(_("This feature will be permanently removed in Scilab %s"), removedVersion)]
+    warning(warnMessage);
+endfunction
+
+
diff --git a/modules/optimization/macros/optimbase/optimbase_outstruct.bin b/modules/optimization/macros/optimbase/optimbase_outstruct.bin
new file mode 100755
index 000000000..3d02fa8a6
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_outstruct.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_outstruct.sci b/modules/optimization/macros/optimbase/optimbase_outstruct.sci
new file mode 100755
index 000000000..20c84962a
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_outstruct.sci
@@ -0,0 +1,31 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimbase_outstruct --
+//   Returns a tlist with basic optimization fields.
+//   This struct may be enriched by children (specialize) optimization methods.
+// Arguments
+//   this : the current object
+//
+function  data = optimbase_outstruct ( this )
+    if this.outputcommand == "" then
+        errmsg = msprintf( gettext ( "%s: No output command is defined.") , "optimbase_outstruct" )
+        error(errmsg)
+    else
+        data = tlist(["T_OPTDATA",...
+        "x","fval","iteration","funccount"]);
+        data.x = this.xopt;
+        data.fval = this.fopt;
+        data.iteration = this.iterations;
+        data.funccount = this.funevals;
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimbase/optimbase_proj2bnds.bin b/modules/optimization/macros/optimbase/optimbase_proj2bnds.bin
new file mode 100755
index 000000000..4c490c35d
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_proj2bnds.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_proj2bnds.sci b/modules/optimization/macros/optimbase/optimbase_proj2bnds.sci
new file mode 100755
index 000000000..92887fba1
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_proj2bnds.sci
@@ -0,0 +1,41 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+
+//
+// optimbase_proj2bnds --
+//   Returns a point, which is the projection
+//   of the given point into the bounds.
+// Arguments
+//   this : the current object
+//   x : the point to project
+//   p : the projected point
+//
+function [ this , p ] = optimbase_proj2bnds ( this ,  x )
+    [ this , hasbounds ] = optimbase_hasbounds ( this )
+    if ( ~hasbounds ) then
+        p = x
+        return
+    end
+    p = x
+    for ix = 1:this.numberofvariables
+        xmin = this.boundsmin ( ix )
+        xmax = this.boundsmax ( ix )
+        pix = p ( ix )
+        if (pix > xmax) then
+            this = optimbase_log ( this , sprintf ( "Projecting p(%d) = %s on max bound %s" , ix , string(pix) , string(xmax) ))
+            p ( ix ) = xmax
+        elseif ( pix < xmin) then
+            this = optimbase_log ( this , sprintf ( "Projecting p(%d) = %s on min bound %s" , ix , string(pix) , string(xmin) ))
+            p ( ix ) = xmin
+        end
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimbase/optimbase_set.bin b/modules/optimization/macros/optimbase/optimbase_set.bin
new file mode 100755
index 000000000..348d765a1
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_set.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_set.sci b/modules/optimization/macros/optimbase/optimbase_set.sci
new file mode 100755
index 000000000..e01b1cd77
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_set.sci
@@ -0,0 +1,53 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+
+//
+// optimbase_set --
+//   Set the value for the given key.
+//   If the key is unknown, generates an error.
+//
+function this = optimbase_set ( this , key , value )
+    [lhs,rhs]=argn();
+    if ( rhs <> 3 ) then
+        errmsg = msprintf(gettext("%s: Wrong number of input argument: %d expected.\n"), "optimbase_set", 3);
+        error(errmsg)
+    end
+    select key
+    case "-iterations" then
+        this.iterations = value;
+    case "-xopt" then
+        this.xopt = value;
+    case "-fopt" then
+        this.fopt = value;
+    case "-historyxopt" then
+        if ( ~this.storehistory ) then
+            errmsg = msprintf( gettext ( "%s: History disabled ; turn on -storehistory option.") , "optimbase_set" )
+            error(errmsg)
+        else
+            this.historyxopt = value;
+        end
+    case "-historyfopt" then
+        if ( ~this.storehistory ) then
+            errmsg = msprintf(gettext ( "%s: History disabled ; turn on -storehistory option.") , "optimbase_set" )
+            error(errmsg)
+        else
+            this.historyfopt = value;
+        end
+    case "-fx0" then
+        this.fx0 = value;
+    case "-status" then
+        this.status = value;
+    else
+        errmsg = msprintf(gettext ( "%s: Unknown key %s") , "optimbase_set", key )
+        error(errmsg)
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimbase/optimbase_stoplog.bin b/modules/optimization/macros/optimbase/optimbase_stoplog.bin
new file mode 100755
index 000000000..58c3405da
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_stoplog.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_stoplog.sci b/modules/optimization/macros/optimbase/optimbase_stoplog.sci
new file mode 100755
index 000000000..c5f3adc75
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_stoplog.sci
@@ -0,0 +1,23 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimbase_stoplog --
+//   Prints the given stopping rule message if verbose termination is enabled.
+//   If verbose termination is disabled, does nothing.
+//
+function this = optimbase_stoplog ( this , msg )
+    if ( this.verbose == 1 ) then
+        if ( this.verbosetermination == 1 ) then
+            this = optimbase_log ( this , msg )
+        end
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimbase/optimbase_terminate.bin b/modules/optimization/macros/optimbase/optimbase_terminate.bin
new file mode 100755
index 000000000..1b6d5dc21
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_terminate.bin
diff --git a/modules/optimization/macros/optimbase/optimbase_terminate.sci b/modules/optimization/macros/optimbase/optimbase_terminate.sci
new file mode 100755
index 000000000..b9575e8d9
--- /dev/null
+++ b/modules/optimization/macros/optimbase/optimbase_terminate.sci
@@ -0,0 +1,129 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+
+//
+// optimbase_terminate --
+//   Returns %t if the algorithm terminates.
+//   Returns %f if the algorithm must continue.
+// Arguments, input
+//   this : the current object
+//   previousfopt : the previous value of the objective function
+//   currentfopt : the current value of the objective function
+//   previousxopt : the previous value of x
+//   currentxopt : the current value of x
+//   terminate : 1 if the algorithm terminates, 0 if the algorithm must continue.
+// Arguments, output
+//   status : termination status
+//     status = "continue"
+//     status = "maxiter"
+//     status = "maxfuneval"
+//     status = "tolf"
+//     status = "tolx"
+//
+function [ this , terminate , status ] = optimbase_terminate (this , ...
+    previousfopt , currentfopt , previousxopt , currentxopt )
+    terminate = %f;
+    status = "continue";
+    if ( this.verbose == 1 ) then
+        this = optimbase_stoplog (this,sprintf("  > Termination ?"));
+    end
+    //
+    // Criteria #1 : maximum number of iterations
+    //
+    if ( ~terminate ) then
+        if ( this.verbose == 1 ) then
+            this = optimbase_stoplog (this,sprintf("  > iterations=%d >= maxiter=%d",this.iterations, this.maxiter));
+        end
+        if ( this.iterations >= this.maxiter ) then
+            terminate = %t;
+            status = "maxiter";
+            if warning("query") =="on" then
+                msg = "%s: Exiting: Maximum number of iterations has been exceeded\n" + ...
+                "         - increase MaxIter option.\n";
+                mprintf(gettext(msg) , "optimbase_terminate" )
+            end
+        end
+    end
+    //
+    // Criteria #2 : maximum number of call to function
+    //
+    if ( ~terminate ) then
+        if ( this.verbose == 1 ) then
+            this = optimbase_stoplog (this,sprintf("  > funevals=%d >= maxfunevals=%d",this.funevals, this.maxfunevals));
+        end
+        if ( this.funevals >= this.maxfunevals ) then
+            terminate = %t;
+            status = "maxfuneval";
+            if warning("query") =="on" then
+                msg = "%s: Exiting: Maximum number of function evaluations has been exceeded\n" + ...
+                "          - increase MaxFunEvals option.\n"
+                mprintf(gettext(msg) , "optimbase_terminate" )
+            end
+        end
+    end
+    //
+    // Criteria #3 : tolerance on function
+    // Note :
+    //   This termination criteria works well in the special case where the function
+    //   value at optimum is several order of magnitude smaller
+    //   than the initial function value (ie f(x0)).
+    //   This is the case when the function value at optimum is zero.
+    //   When the function value at optimum is non-zero, or if the
+    //   initial function value is strictly positive (e.g. f(x0)=10)
+    //   and the optimum function value is strictly negative (e.g. f(x*)=-10),
+    //   that criteria fails miserably.
+    //
+    if ( ~terminate ) then
+        if ( this.tolfunmethod )
+            tolfr = this.tolfunrelative;
+            tolfa = this.tolfunabsolute;
+            acfopt = abs(currentfopt);
+            apfopt = abs(previousfopt);
+            if ( this.verbose == 1 ) then
+                this = optimbase_stoplog (this,sprintf("  > abs(currentfopt)=%s < tolfunrelative * abs(previousfopt) + tolfunabsolute=%s",...
+                string(acfopt), string(tolfr * apfopt + tolfa)));
+            end
+            if ( acfopt < tolfr * apfopt + tolfa ) then
+                terminate = %t;
+                status = "tolf";
+            end
+        end
+    end
+    //
+    // Criteria #4 : tolerance on x
+    // Note
+    // What means a relative error on x ?
+    // Notes: if xn and xn+1 are very close to xopt and xopt different from 0,
+    // the relative error between xn and xn+1 is small.
+    // But if xopt, xn and xn+1 are close to 0, the relative error may be a
+    // completely wrong criteria. The absolute tolerance should be used in this case.
+    //
+    if ( ~terminate ) then
+        if ( this.tolxmethod ) then
+            normdelta = norm(currentxopt - previousxopt);
+            normold = norm(currentxopt);
+            tolxr = this.tolxrelative;
+            tolxa = this.tolxabsolute;
+            if ( this.verbose == 1 ) then
+                this = optimbase_stoplog (this,sprintf("  > e(x)=%s < %s * %s + %s",...
+                string(normdelta), string(tolxr) , string(normold) , string(tolxa) ));
+            end
+            if ( normdelta < tolxr * normold + tolxa ) then
+                terminate = %t;
+                status = "tolx";
+            end
+        end
+    end
+    if ( this.verbose == 1 ) then
+        this = optimbase_stoplog (this,sprintf("  > Terminate = %s, status = %s",...
+        string(terminate) , status ));
+    end
+endfunction
diff --git a/modules/optimization/macros/optimsimplex/%TSIMPLEX_p.bin b/modules/optimization/macros/optimsimplex/%TSIMPLEX_p.bin
new file mode 100755
index 000000000..cbabcd893
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/%TSIMPLEX_p.bin
diff --git a/modules/optimization/macros/optimsimplex/%TSIMPLEX_p.sci b/modules/optimization/macros/optimsimplex/%TSIMPLEX_p.sci
new file mode 100755
index 000000000..a0a3feeae
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/%TSIMPLEX_p.sci
@@ -0,0 +1,21 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// %TSIMPLEX_p --
+//   Prints the string containing the Optim Simplex component.
+//
+function %TSIMPLEX_p ( this )
+    str = string ( this )
+    srows = size(str,"r")
+    for i = 1 : srows
+        mprintf("%s\n",str(i))
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimsimplex/%TSIMPLEX_string.bin b/modules/optimization/macros/optimsimplex/%TSIMPLEX_string.bin
new file mode 100755
index 000000000..27df88c5e
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/%TSIMPLEX_string.bin
diff --git a/modules/optimization/macros/optimsimplex/%TSIMPLEX_string.sci b/modules/optimization/macros/optimsimplex/%TSIMPLEX_string.sci
new file mode 100755
index 000000000..7b539d93a
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/%TSIMPLEX_string.sci
@@ -0,0 +1,38 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// %TSIMPLEX_string --
+//   Returns the string containing the Optim Simplex component.
+//
+function str = %TSIMPLEX_string ( this )
+    function str = mysize(x)
+        [n,m]=size(x)
+        if ( n==0 & m==0 ) then
+            str = sprintf("[] matrix");
+        else
+            str = sprintf("%d-by-%d matrix\n",n,m);
+        end
+    endfunction
+
+    str = []
+    k = 1
+    str(k) = sprintf("Optim Simplex Object:\n")
+    k = k + 1
+    str(k) = sprintf("=====================")
+    k = k + 1
+    str(k) = sprintf("nbve: %d\n",this.nbve);
+    k = k + 1
+    str(k) = sprintf("n: %d\n",this.n);
+    k = k + 1
+    str(k) = sprintf("x: %s\n",mysize(this.x));
+    k = k + 1
+    str(k) = sprintf("fv: %s\n",mysize(this.fv));
+endfunction
+
diff --git a/modules/optimization/macros/optimsimplex/lib b/modules/optimization/macros/optimsimplex/lib
new file mode 100755
index 000000000..bff4cb992
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/lib
diff --git a/modules/optimization/macros/optimsimplex/names b/modules/optimization/macros/optimsimplex/names
new file mode 100755
index 000000000..0567c2059
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/names
@@ -0,0 +1,37 @@
+%TSIMPLEX_p
+%TSIMPLEX_string
+optimsimplex_center
+optimsimplex_check
+optimsimplex_compsomefv
+optimsimplex_computefv
+optimsimplex_deltafv
+optimsimplex_deltafvmax
+optimsimplex_destroy
+optimsimplex_dirmat
+optimsimplex_fvmean
+optimsimplex_fvstdev
+optimsimplex_fvvariance
+optimsimplex_getall
+optimsimplex_getallfv
+optimsimplex_getallx
+optimsimplex_getfv
+optimsimplex_getn
+optimsimplex_getnbve
+optimsimplex_getve
+optimsimplex_getx
+optimsimplex_gradientfv
+optimsimplex_log
+optimsimplex_new
+optimsimplex_reflect
+optimsimplex_setall
+optimsimplex_setallfv
+optimsimplex_setallx
+optimsimplex_setfv
+optimsimplex_setn
+optimsimplex_setnbve
+optimsimplex_setve
+optimsimplex_setx
+optimsimplex_shrink
+optimsimplex_size
+optimsimplex_sort
+optimsimplex_xbar
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_center.bin b/modules/optimization/macros/optimsimplex/optimsimplex_center.bin
new file mode 100755
index 000000000..716833e7f
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_center.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_center.sci b/modules/optimization/macros/optimsimplex/optimsimplex_center.sci
new file mode 100755
index 000000000..f8b12e6a2
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_center.sci
@@ -0,0 +1,20 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_center --
+//   Returns the center of the given simplex
+// Arguments
+//   <no arg>
+//
+function sicenter = optimsimplex_center ( this )
+    sicenter = mean(this.x,"r");
+endfunction
+
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_check.bin b/modules/optimization/macros/optimsimplex/optimsimplex_check.bin
new file mode 100755
index 000000000..2566bbedc
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_check.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_check.sci b/modules/optimization/macros/optimsimplex/optimsimplex_check.sci
new file mode 100755
index 000000000..98809e8a0
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_check.sci
@@ -0,0 +1,39 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+
+//
+// optimsimplex_check --
+//   Check the consistency of the internal data.
+//   Generates an error if necessary.
+// Arguments
+//   <no arg>
+//
+function optimsimplex_check ( this )
+    if typeof(this) <> "TSIMPLEX" then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: TSIMPLEX expected.\n"), "optimsimplex_check", 1));
+    end
+    nx1 = size(this.x,1)
+    nx2 = size(this.x,2)
+    if this.nbve<> 0 & nx1 <> this.nbve then
+        error(msprintf(gettext("%s: Number of rows of x is %d, which is different from number of vertices = %d."),"optimsimplex_check" , nx1 , this.nbve ));
+    end
+    if this.n<> 0 & nx2 <> this.n then
+        error(msprintf(gettext("%s: Number of columns of x is %d, which is different from dimension = %d."),"optimsimplex_check" , nx2 , this.n ));
+    end
+    nf1 = size(this.fv,1)
+    nf2 = size(this.fv,2)
+    if this.n<> 0 & nf1 <> this.nbve then
+        error(msprintf(gettext("%s: Number of rows of fv is %d, which is different from number of vertices = %d."),"optimsimplex_check" , nf1 , this.nbve ));
+    end
+    if this.nbve<> 0 & nf2 <> 1 then
+        error(msprintf(gettext("%s: Number of columns of fv is %d, which is different from 1."),"optimsimplex_check" , nf2 ));
+    end
+endfunction
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_compsomefv.bin b/modules/optimization/macros/optimsimplex/optimsimplex_compsomefv.bin
new file mode 100755
index 000000000..b7ac45794
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_compsomefv.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_compsomefv.sci b/modules/optimization/macros/optimsimplex/optimsimplex_compsomefv.sci
new file mode 100755
index 000000000..9ef137d43
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_compsomefv.sci
@@ -0,0 +1,63 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_compsomefv --
+//   Set the values of the function at given vertices.
+// Arguments
+//   fun : the function to compute at vertices
+//   indices : the indices of the vertices to compute
+//   data : user-defined data
+//
+function [ this , data ] = optimsimplex_compsomefv ( varargin )
+    function argin = argindefault ( rhs , vararglist , ivar , default )
+        // Returns the value of the input argument #ivar.
+        // If this argument was not provided, or was equal to the
+        // empty matrix, returns the default value.
+        if ( rhs < ivar ) then
+            argin = default
+        else
+            if ( typeof(vararglist(ivar))== "constant" ) then
+                if ( vararglist(ivar) <> [] ) then
+                    argin = vararglist(ivar)
+                else
+                    argin = default
+                end
+            else
+                argin = vararglist(ivar)
+            end
+        end
+    endfunction
+    [lhs,rhs]=argn();
+    if ( rhs<3 | rhs>4 ) then
+        errmsg = msprintf(gettext("%s: Wrong number of input arguments: %d to %d expected.\n"), "optimsimplex_computefv", 3,4);
+        error(errmsg)
+    end
+    this = varargin(1)
+    fun = varargin(2)
+    indices = argindefault ( rhs , varargin , 3 , this.nbve )
+    data = argindefault ( rhs , varargin , 4 , [] )
+    if ( typeof(data)=="constant" ) then
+        if ( data==[] ) then
+            for j = indices;
+                this.fv(j)  = fun (this.x(j,:));
+            end
+        else
+            for j = indices;
+                [ this.fv(j) , data ]  = fun ( this.x(j,:) , data );
+            end
+        end
+    else
+        for j = indices;
+            [ this.fv(j) , data ]  = fun ( this.x(j,:) , data );
+        end
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_computefv.bin b/modules/optimization/macros/optimsimplex/optimsimplex_computefv.bin
new file mode 100755
index 000000000..d3324a3ff
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_computefv.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_computefv.sci b/modules/optimization/macros/optimsimplex/optimsimplex_computefv.sci
new file mode 100755
index 000000000..7d9f48fdc
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_computefv.sci
@@ -0,0 +1,55 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_computefv --
+//   Set the values of the function at vertices points.
+// Arguments
+//   fun : the function to compute at vertices
+//   data : user-defined data
+//
+function [ this , data ] = optimsimplex_computefv ( varargin )
+    function argin = argindefault ( rhs , vararglist , ivar , default )
+        // Returns the value of the input argument #ivar.
+        // If this argument was not provided, or was equal to the
+        // empty matrix, returns the default value.
+        if ( rhs < ivar ) then
+            argin = default
+        else
+            if ( typeof(vararglist(ivar))== "constant" ) then
+                if ( vararglist(ivar) <> [] ) then
+                    argin = vararglist(ivar)
+                else
+                    argin = default
+                end
+            else
+                argin = vararglist(ivar)
+            end
+        end
+    endfunction
+    [lhs,rhs]=argn();
+    if (rhs>3) then
+        errmsg = msprintf(gettext("%s: Wrong number of input arguments: %d to %d expected.\n"), "optimsimplex_computefv", 2,3);
+        error(errmsg)
+    end
+    this = varargin(1)
+    fun = varargin(2)
+    data = argindefault ( rhs , varargin , 3 , [] )
+    if (typeof(data)=="constant") then
+        if ( data == [] ) then
+            this = optimsimplex_compsomefv ( this , fun , 1:this.nbve )
+        else
+            [ this , data ] = optimsimplex_compsomefv ( this , fun , 1:this.nbve , data )
+        end
+    else
+        [ this , data ] = optimsimplex_compsomefv ( this , fun , 1:this.nbve , data )
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_deltafv.bin b/modules/optimization/macros/optimsimplex/optimsimplex_deltafv.bin
new file mode 100755
index 000000000..bd2d99bbf
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_deltafv.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_deltafv.sci b/modules/optimization/macros/optimsimplex/optimsimplex_deltafv.sci
new file mode 100755
index 000000000..35fbea7a7
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_deltafv.sci
@@ -0,0 +1,21 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_deltafv --
+//   Returns the vector of difference of function
+//   values with respect to the function value at vertex #1.
+// Arguments
+//   <no arg>
+//
+function df = optimsimplex_deltafv ( this )
+    df = this.fv(2:this.nbve) - this.fv(1)*ones(this.nbve-1,1)
+endfunction
+
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_deltafvmax.bin b/modules/optimization/macros/optimsimplex/optimsimplex_deltafvmax.bin
new file mode 100755
index 000000000..9680e562a
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_deltafvmax.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_deltafvmax.sci b/modules/optimization/macros/optimsimplex/optimsimplex_deltafvmax.sci
new file mode 100755
index 000000000..1108a4b2e
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_deltafvmax.sci
@@ -0,0 +1,27 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_deltafvmax --
+//   Returns the difference of function
+//   value between the high and the low vertices.
+//   It is expected that the vertex #1 is associated with
+//   the smallest function value and that the vertex #nbve
+//   is associated with the highest function value.
+// Arguments
+//   <no arg>
+// Note
+//   Since vertices are ordered, the high
+//   is greater than the low.
+//
+function dfm = optimsimplex_deltafvmax ( this )
+    dfm = this.fv(this.nbve) - this.fv(1)
+endfunction
+
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_destroy.bin b/modules/optimization/macros/optimsimplex/optimsimplex_destroy.bin
new file mode 100755
index 000000000..9d5006703
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_destroy.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_destroy.sci b/modules/optimization/macros/optimsimplex/optimsimplex_destroy.sci
new file mode 100755
index 000000000..f75d39b5e
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_destroy.sci
@@ -0,0 +1,19 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_destroy --
+//   Destroy the given object.
+//
+function this = optimsimplex_destroy (this)
+    this.x = [];
+    this.fv = [];
+endfunction
+
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_dirmat.bin b/modules/optimization/macros/optimsimplex/optimsimplex_dirmat.bin
new file mode 100755
index 000000000..2f68dfc29
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_dirmat.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_dirmat.sci b/modules/optimization/macros/optimsimplex/optimsimplex_dirmat.sci
new file mode 100755
index 000000000..b027c2e5e
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_dirmat.sci
@@ -0,0 +1,24 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_dirmat --
+//   Returns the n x n matrix of simplex directions i.e.
+//   the matrix of differences of vertices coordinates
+//   with respect to the vertex #1.
+// Arguments
+//   <no arg>
+//
+function m = optimsimplex_dirmat ( this )
+    nv = this.nbve;
+    v1 = this.x(1,1:this.n);
+    m(1:this.n,1:nv-1) = (this.x(2:nv,1:this.n) - v1 .*. ones(nv-1,1)).';
+endfunction
+
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_fvmean.bin b/modules/optimization/macros/optimsimplex/optimsimplex_fvmean.bin
new file mode 100755
index 000000000..c4108f4e1
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_fvmean.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_fvmean.sci b/modules/optimization/macros/optimsimplex/optimsimplex_fvmean.sci
new file mode 100755
index 000000000..a30ed1c44
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_fvmean.sci
@@ -0,0 +1,21 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_fvmean --
+//   Returns the mean of the function
+//   value on the simplex.
+// Arguments
+//   <no arg>
+//
+function sd = optimsimplex_fvmean ( this )
+    sd = mean(this.fv)
+endfunction
+
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_fvstdev.bin b/modules/optimization/macros/optimsimplex/optimsimplex_fvstdev.bin
new file mode 100755
index 000000000..e5ad4f162
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_fvstdev.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_fvstdev.sci b/modules/optimization/macros/optimsimplex/optimsimplex_fvstdev.sci
new file mode 100755
index 000000000..4a5153847
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_fvstdev.sci
@@ -0,0 +1,21 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_fvstdev --
+//   Returns the standard deviation of the function
+//   value on the simplex.
+// Arguments
+//   <no arg>
+//
+function sd = optimsimplex_fvstdev ( this )
+    sd = stdev(this.fv)
+endfunction
+
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_fvvariance.bin b/modules/optimization/macros/optimsimplex/optimsimplex_fvvariance.bin
new file mode 100755
index 000000000..a779b40e8
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_fvvariance.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_fvvariance.sci b/modules/optimization/macros/optimsimplex/optimsimplex_fvvariance.sci
new file mode 100755
index 000000000..094032ac3
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_fvvariance.sci
@@ -0,0 +1,20 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_fvvariance --
+//   Returns the variance function values
+// Arguments
+//   <no arg>
+//
+function df = optimsimplex_fvvariance ( this )
+    df = variance ( this.fv(1:this.nbve) )
+endfunction
+
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_getall.bin b/modules/optimization/macros/optimsimplex/optimsimplex_getall.bin
new file mode 100755
index 000000000..ebf2e2e92
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_getall.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_getall.sci b/modules/optimization/macros/optimsimplex/optimsimplex_getall.sci
new file mode 100755
index 000000000..90afc7576
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_getall.sci
@@ -0,0 +1,28 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_getall --
+//   Returns all the coordinates of all the vertices and the function values
+//   in the same matrix, with size nbve X n+1, which is organized as follows :
+//   * data is organized by row : function value, then x
+//   * simplex(k,1) is the function value of the vertex #k, with kve = 1 , nbve
+//   * simplex(k,2:n+1) is the coordinates of the vertex #k, with kve = 1 , nbve
+// Arguments
+//   <no arg>
+//
+function simplex = optimsimplex_getall ( this )
+    if typeof(this) <> "TSIMPLEX" then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: TSIMPLEX expected.\n"), "optimsimplex_getall", 1));
+    end
+    simplex = zeros ( this.nbve , this.n+1 );
+    simplex ( 1:this.nbve , 1 ) = this.fv ( 1:this.nbve , 1 )
+    simplex ( 1:this.nbve , 2:this.n+1 ) = this.x ( 1:this.nbve , 1:this.n )
+endfunction
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_getallfv.bin b/modules/optimization/macros/optimsimplex/optimsimplex_getallfv.bin
new file mode 100755
index 000000000..3525c2d44
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_getallfv.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_getallfv.sci b/modules/optimization/macros/optimsimplex/optimsimplex_getallfv.sci
new file mode 100755
index 000000000..c7ce57c11
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_getallfv.sci
@@ -0,0 +1,25 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_getallfv --
+//   Returns all the function values of all the vertices,
+//   as a column vector.
+//   The function value of vertex #k is stored in fv(k)
+//   with k = 1 , nbve
+// Arguments
+//   <no arg>
+//
+function fv = optimsimplex_getallfv ( this )
+    if typeof(this) <> "TSIMPLEX" then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: TSIMPLEX expected.\n"), "optimsimplex_getallfv", 1));
+    end
+    fv = this.fv ( 1:this.nbve , 1 )
+endfunction
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_getallx.bin b/modules/optimization/macros/optimsimplex/optimsimplex_getallx.bin
new file mode 100755
index 000000000..becbd57d6
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_getallx.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_getallx.sci b/modules/optimization/macros/optimsimplex/optimsimplex_getallx.sci
new file mode 100755
index 000000000..636b404f6
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_getallx.sci
@@ -0,0 +1,24 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_getallx --
+//   Returns all the coordinates of all the vertices.
+//   The vertex #k is stored in x(1:n,k)
+//   with k = 1 , nbve
+// Arguments
+//   <no arg>
+//
+function x = optimsimplex_getallx ( this )
+    if typeof(this) <> "TSIMPLEX" then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: TSIMPLEX expected.\n"), "optimsimplex_getallx", 1));
+    end
+    x = this.x ( 1:this.nbve , 1:this.n )
+endfunction
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_getfv.bin b/modules/optimization/macros/optimsimplex/optimsimplex_getfv.bin
new file mode 100755
index 000000000..64c43a1af
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_getfv.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_getfv.sci b/modules/optimization/macros/optimsimplex/optimsimplex_getfv.sci
new file mode 100755
index 000000000..93ad303ee
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_getfv.sci
@@ -0,0 +1,31 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_getfv --
+//   Returns the function value at given index
+// Arguments
+//   ive : vertex index
+//
+function fv = optimsimplex_getfv ( this , ive )
+    if typeof(this) <> "TSIMPLEX" then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: TSIMPLEX expected.\n"), "optimsimplex_getfv", 1));
+    end
+    if type(ive) <> 1 then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: A real scalar expected.\n"), "optimsimplex_getfv", 2));
+    end
+    if or(size(ive) <> [1 1]) then
+        error(msprintf(gettext("%s: Wrong size for input argument #%d: A real scalar expected.\n"), "optimsimplex_getfv", 2));
+    end
+    if ive-floor(ive) <> 0 then
+        error(msprintf(gettext("%s: Wrong value for input argument #%d: An integer expected.\n"), "optimsimplex_getfv", 2));
+    end
+    fv = this.fv ( ive , 1 )
+endfunction
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_getn.bin b/modules/optimization/macros/optimsimplex/optimsimplex_getn.bin
new file mode 100755
index 000000000..175fa15fc
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_getn.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_getn.sci b/modules/optimization/macros/optimsimplex/optimsimplex_getn.sci
new file mode 100755
index 000000000..efdc3c26e
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_getn.sci
@@ -0,0 +1,22 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_getn --
+//   Returns the dimension of the space of the simplex
+// Arguments
+//   <no arg>
+//
+function n = optimsimplex_getn ( this )
+    if typeof(this) <> "TSIMPLEX" then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: TSIMPLEX expected.\n"), "optimsimplex_getn", 1));
+    end
+    n = this.n
+endfunction
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_getnbve.bin b/modules/optimization/macros/optimsimplex/optimsimplex_getnbve.bin
new file mode 100755
index 000000000..4c0f81c84
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_getnbve.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_getnbve.sci b/modules/optimization/macros/optimsimplex/optimsimplex_getnbve.sci
new file mode 100755
index 000000000..105d24025
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_getnbve.sci
@@ -0,0 +1,22 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_getnbve --
+//   Returns the number of vertices in the simplex
+// Arguments
+//   <no arg>
+//
+function n = optimsimplex_getnbve ( this )
+    if typeof(this) <> "TSIMPLEX" then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: TSIMPLEX expected.\n"), "optimsimplex_getnbve", 1));
+    end
+    n = this.nbve
+endfunction
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_getve.bin b/modules/optimization/macros/optimsimplex/optimsimplex_getve.bin
new file mode 100755
index 000000000..74bf51cee
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_getve.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_getve.sci b/modules/optimization/macros/optimsimplex/optimsimplex_getve.sci
new file mode 100755
index 000000000..0a0167eea
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_getve.sci
@@ -0,0 +1,32 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_getve --
+//   Returns the vertex at given index as a tlist,
+//   with fields n, x and fv
+// Arguments
+//   ive : vertex index
+//
+function vertex = optimsimplex_getve ( this , ive )
+    if typeof(this) <> "TSIMPLEX" then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: TSIMPLEX expected.\n"), "optimsimplex_getve", 1));
+    end
+    if type(ive) <> 1| or(size(ive) <> [1 1]) then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: A real scalar expected.\n"), "optimsimplex_getve", 2));
+    end
+    if ive-floor(ive) <> 0 then
+        error(msprintf(gettext("%s: Wrong value for input argument #%d: An integer expected.\n"), "optimsimplex_getve", 2));
+    end
+    vertex = tlist(["T_VERTEX","x","n","fv"]);
+    vertex.n = this.n;
+    vertex.x = this.x ( ive , : );
+    vertex.fv = this.fv ( ive );
+endfunction
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_getx.bin b/modules/optimization/macros/optimsimplex/optimsimplex_getx.bin
new file mode 100755
index 000000000..757c37e37
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_getx.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_getx.sci b/modules/optimization/macros/optimsimplex/optimsimplex_getx.sci
new file mode 100755
index 000000000..038b66a5c
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_getx.sci
@@ -0,0 +1,32 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_getx --
+//   Returns the coordinates of the vertex at given index,
+//   as a row vector.
+// Arguments
+//   ive : vertex index
+//
+function x = optimsimplex_getx ( this , ive )
+    if typeof(this) <> "TSIMPLEX" then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: TSIMPLEX expected.\n"), "optimsimplex_getx", 1));
+    end
+    if type(ive) <> 1 then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: A real scalar expected.\n"), "optimsimplex_getx", 2));
+    end
+    if or(size(ive) <> [1 1]) then
+        error(msprintf(gettext("%s: Wrong size for input argument #%d: A real scalar expected.\n"), "optimsimplex_getx", 2));
+    end
+    if ive-floor(ive) <> 0 then
+        error(msprintf(gettext("%s: Wrong value for input argument #%d: An integer expected.\n"), "optimsimplex_getx", 2));
+    end
+    x = this.x ( ive , : )
+endfunction
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_gradientfv.bin b/modules/optimization/macros/optimsimplex/optimsimplex_gradientfv.bin
new file mode 100755
index 000000000..663e96cc0
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_gradientfv.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_gradientfv.sci b/modules/optimization/macros/optimsimplex/optimsimplex_gradientfv.sci
new file mode 100755
index 000000000..bbc728b0b
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_gradientfv.sci
@@ -0,0 +1,70 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_gradientfv --
+//   Returns the simplex gradient of the function.
+// Arguments
+//   fun : the function to use
+//   method : the method to use, "forward" or "centered"
+//   data : user-defined data, added to the function if provided
+//
+function [ g , data ] = optimsimplex_gradientfv ( this , fun , method , data )
+    if ( this.nbve <> this.n+1 ) then
+        errmsg = msprintf(gettext("%s: The gradient can be applied only with a simplex made of n+1 points, but the dimension is %d and the number of vertices is %d"), "optimsimplex_gradientfv" , this.n , this.nbve)
+        error(errmsg)
+    end
+    if (~isdef("method","local")) then
+        method = "forward";
+    end
+    select method
+    case "forward" then
+        g = optimsimplex_gradforward ( this )
+    case "centered" then
+        if (~isdef("data","local")) then
+            g = optimsimplex_gradcenter ( this , fun )
+        else
+            [ g , data ] = optimsimplex_gradcenter ( this , fun , data )
+        end
+    else
+        errmsg = msprintf(gettext("%s: Unknown method %s"),"optimsimplex_gradientfv",method)
+        error(errmsg)
+    end
+endfunction
+//
+// optimsimplex_gradforward --
+//   Returns the simplex forward gradient of the function.
+// Arguments
+//   <no arg>
+//
+function g = optimsimplex_gradforward ( this )
+    v = optimsimplex_dirmat ( this )
+    d = optimsimplex_deltafv ( this )
+    g = v.'\d
+endfunction
+//
+// optimsimplex_gradcenter --
+//   Returns the simplex centered gradient of the function.
+// Arguments
+//   fun : name of the function
+//   data : user-defined data
+//
+function [ g , data ] = optimsimplex_gradcenter ( this , fun , data )
+    g1 = optimsimplex_gradforward ( this )
+    if (~isdef("data","local")) then
+        r = optimsimplex_reflect ( this , fun )
+    else
+        [ r , data ] = optimsimplex_reflect ( this , fun , data )
+    end
+    g2 = optimsimplex_gradforward ( r )
+    g = (g1 + g2)/2
+    r = optimsimplex_destroy ( r )
+endfunction
+
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_log.bin b/modules/optimization/macros/optimsimplex/optimsimplex_log.bin
new file mode 100755
index 000000000..8769bef38
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_log.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_log.sci b/modules/optimization/macros/optimsimplex/optimsimplex_log.sci
new file mode 100755
index 000000000..77c61b74a
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_log.sci
@@ -0,0 +1,20 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_log --
+//   Prints the given message.
+//
+function this = optimsimplex_log (this,msg)
+    if this.verbose == 1 then
+        mprintf("%s\n",msg);
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_new.bin b/modules/optimization/macros/optimsimplex/optimsimplex_new.bin
new file mode 100755
index 000000000..bf2cde4a6
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_new.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_new.sci b/modules/optimization/macros/optimsimplex/optimsimplex_new.sci
new file mode 100755
index 000000000..26e5b2cc1
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_new.sci
@@ -0,0 +1,534 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_new --
+//   Creates a new simplex object.
+// Note
+//   * n is the dimension of the space
+//   * one vertex is a point in the space, defined
+//     by its n coordinates and associated with a function
+//     value
+//   * the simplex is made of k>=n+1 vertices
+//   * the function value for vertex #kve is in fv(kve),
+//     with kve = 1 , k
+//   * the vertex #kve is stored in x(kve,1:n)
+//     with kve = 1 , k
+// Arguments
+//   coords : list of point coordinates in the simplex
+//   fun : the function to compute at vertices
+//   data : user-defined data, passed to the function
+// Uses :
+//   newobj = optimsimplex_new ( )
+//   newobj = optimsimplex_new ( coords )
+//   newobj = optimsimplex_new ( coords , fun )
+//   [ newobj , data ] = optimsimplex_new ( coords , fun , data )
+//   newobj = optimsimplex_new ( "axes" , x0 )
+//   newobj = optimsimplex_new ( "axes" , x0 , fun )
+//   newobj = optimsimplex_new ( "axes" , x0 , fun , len )
+//   [ newobj , data ] = optimsimplex_new ( "axes" , x0 , fun , len , data )
+//   newobj = optimsimplex_new ( "spendley" , x0 )
+//   newobj = optimsimplex_new ( "spendley" , x0 , fun )
+//   newobj = optimsimplex_new ( "spendley" , x0 , fun , len )
+//   [ newobj , data ] = optimsimplex_new ( "spendley" , x0 , fun , len , data )
+//   newobj = optimsimplex_new ( "pfeffer" , x0 )
+//   newobj = optimsimplex_new ( "pfeffer" , x0 , fun )
+//   newobj = optimsimplex_new ( "pfeffer" , x0 , fun , deltausual )
+//   newobj = optimsimplex_new ( "pfeffer" , x0 , fun , deltausual , deltazero )
+//   [ newobj , data ] = optimsimplex_new ( "pfeffer" , x0 , fun , deltausual , deltazero , data )
+//   newobj = optimsimplex_new ( "randbounds" , x0 , fun , boundsmin , boundsmax , nbve )
+//   [ newobj , data ] = optimsimplex_new ( "randbounds" , x0 , fun , boundsmin , boundsmax , nbve  , data )
+//   newobj = optimsimplex_new ( "oriented" , simplex0 )
+//   newobj = optimsimplex_new ( "oriented" , simplex0 , fun )
+//   [ newobj , data ] = optimsimplex_new ( "oriented" , simplex0 , fun , data )
+//
+function [ newobj , data ] = optimsimplex_new ( varargin )
+    function newobj = optimsimplex_coords ( varargin )
+        // newobj = optimsimplex_coords (  )
+        // newobj = optimsimplex_coords ( coords )
+        [lhs,rhs]=argn();
+        if ( rhs> 1 ) then
+            errmsg = msprintf(gettext("%s: Wrong number of input arguments: %d or %d expected.\n"), "optimsimplex_coords", 0,1);
+            error(errmsg)
+        end
+        coords = argindefault ( rhs , varargin , 1 , [] )
+        assert_typereal ( coords , "coords" , 1 );
+        newobj = tlist(["TSIMPLEX",...
+        "verbose","x","n","fv","nbve"]);
+        newobj.verbose = 0;
+        // The dimension of the space
+        newobj.n = 0;
+        // The number of vertices
+        newobj.nbve = 0;
+        // The coordinates of the vertices, with size nbve x n
+        newobj.x = [];
+        // The function values, with size nbve x 1
+        newobj.fv = [];
+        //
+        // Take input arguments into account
+        //
+        if ( coords<>[] ) then
+            nbve = size(coords,1)
+            n = size(coords,2)
+            if nbve < n + 1 then
+                error(msprintf(gettext("%s: The numbers of columns of coords is %d but is expected to be at least %d"),...
+                "optimsimplex_new" , nbve , n + 1))
+            end
+            newobj.n = n;
+            newobj.nbve = nbve;
+            newobj.x(1:nbve,1:n) = coords(1:nbve,1:n);
+        end
+    endfunction
+    //
+    // optimsimplex_axes --
+    //   Configure the current simplex so that it is computed from the axes and a length.
+    // Arguments
+    //   x0 : the initial point, as a row vector
+    //   length : the length of the simplex
+    //     If length is a value, that unique length
+    //     is used in all directions.
+    //     If length is a vector with n values, each
+    //     length is used with the corresponding
+    //     direction.
+    //
+    function newobj = optimsimplex_axes ( x0 , len )
+        newobj = optimsimplex_coords ( )
+        n = length(x0);
+        newobj.n = n;
+        newobj.nbve = n + 1;
+        nl=length(len)
+        if ( nl==1 ) then
+            xlen = len * ones(1,n)
+        else
+            xlen = len
+        end
+        newobj.x = zeros ( newobj.nbve , n )
+        newobj.fv = zeros ( newobj.nbve , 1 )
+        //
+        // Set all points
+        //
+        nv = newobj.nbve;
+        newobj.x ( 1:nv , : ) = x0 (1:n) .*. ones(nv,1);
+        newobj.x ( 2:nv , : ) = newobj.x ( 2:nv , : ) + diag(xlen);
+    endfunction
+
+    //
+    // optimsimplex_spendley --
+    //   Configure the current simplex so that it is computed from Spendley's method,
+    //   i.e. a regular simplex made of k = n+1 vertices.
+    // Arguments
+    //   x0 : the initial point, as a row vector
+    //   len : the length of the simplex
+    //
+    function newobj = optimsimplex_spendley ( x0 , len )
+        newobj = optimsimplex_coords ( )
+        n = length(x0);
+        newobj.n = n;
+        newobj.nbve = n + 1;
+        newobj.x = zeros ( n+1  , n )
+        newobj.fv = zeros ( n+1 , 1 )
+        //
+        // Compute p (diagonal term) , q (off-diagonal term)
+        //
+        p  = (n - 1.0 + sqrt(n + 1))/(n * sqrt(2.0))
+        q = (sqrt(n + 1) - 1.0)/(n * sqrt(2.0))
+        //
+        // Set all points
+        //
+        nv = newobj.nbve;
+        newobj.x ( 1:nv , : ) = x0 (1:n) .*. ones(nv,1);
+        newobj.x ( 2:nv , : ) = newobj.x ( 2:nv , : ) + diag(ones(n,1)*p) + q*ones(n,n) - diag(ones(n,1)*q);
+    endfunction
+
+    //
+    // optimsimplex_pfeffer --
+    //   Configure the current simplex so that it is computed from Pfeffer's method,
+    //   i.e. a relative delta for non-zero values and an absolute delta
+    //   for zero values.
+    // Arguments
+    //   x0 : the initial point, as a row vector
+    //   deltausual : the absolute delta for non-zero values
+    //   deltazero : the absolute delta for zero values
+    // References
+    //   "Global Optimization Of Lennard-Jones Atomic Clusters"
+    //   Ellen Fan, Thesis, February 26, 2002, McMaster University
+    //   Method due to L. Pfeffer at Stanford
+    //
+    function newobj = optimsimplex_pfeffer ( x0 , deltausual , deltazero )
+        newobj = optimsimplex_coords ( )
+        n = length(x0);
+        newobj.n = n;
+        newobj.nbve = n + 1;
+        newobj.x = zeros ( n+1 , n )
+        newobj.fv = zeros ( n+1 , 1 )
+        //
+        // Set 1st point
+        //
+        newobj.x ( 1 , 1:n ) = x0 (1,1:n)
+        //
+        // Set points #2 to #n+1
+        //
+        for j = 2 : newobj.n+1
+            newobj.x ( j,1:n ) = x0 (1:n)
+            if ( x0( j-1 ) == 0.0 ) then
+                newobj.x ( j , j-1 ) = deltazero
+            else
+                newobj.x ( j , j-1 ) = newobj.x ( j , j-1 ) + deltausual * x0( j-1 )
+            end
+        end
+    endfunction
+
+    //
+    // optimsimplex_randbounds --
+    //   Configure the current simplex so that it is computed by taking the bounds
+    //   into account with random scaling.
+    // Arguments
+    //   x0 : the initial point
+    //   boundsmin : array of minimum bounds
+    //   boundsmax : array of maximum bounds
+    //   nbve : total number of vertices in the simplex
+    //
+    function newobj = optimsimplex_randbounds ( x0 , boundsmin , boundsmax , nbve )
+        newobj = optimsimplex_coords ( )
+        newobj.n = n;
+        newobj.nbve = nbve;
+        newobj.x = zeros ( nbve , n )
+        newobj.fv = zeros ( nbve , 1 )
+        //
+        // Set 1st point
+        //
+        newobj.x ( 1 , 1:n ) = x0 (1:n)
+        //
+        // Set points #2 to #nbve, by randomizing the bounds
+        //
+        bminmat = boundsmin( 1,1:n ) .*. ones(nbve-1,1);
+        bmaxmat = boundsmax( 1,1:n ) .*. ones(nbve-1,1);
+        thetas = rand(n,nbve-1);
+        newobj.x ( 2:nbve , 1:n ) = bminmat + (thetas.') .* (bmaxmat - bminmat)
+    endfunction
+
+    //
+    // optimsimplex_oriented --
+    //   Returns an oriented simplex, in sorted order.
+    //   This simplex may be used, as Kelley suggests
+    //   for a restart of Nelder-Mead algorithm.
+    // Arguments
+    //   fun : the function to compute at vertices
+    //
+    function newobj = optimsimplex_oriented ( simplex0 )
+        sgrad = optimsimplex_gradientfv ( simplex0 )
+        ssize = optimsimplex_size ( simplex0 , "sigmaminus" )
+        n = simplex0.n
+        // Compute the betas
+        ipos = find(sgrad >= 0.0);
+        ineg = find(sgrad < 0.0);
+        betav(ipos) = ssize;
+        betav(ineg) = -ssize;
+        betav = -0.5 * betav
+        // Prepare a matrix with beta as diagonal terms
+        mid = diag(betav);
+        // Compute simplex
+        newobj = optimsimplex_new()
+        newobj.n = simplex0.n
+        newobj.nbve = simplex0.n+1
+        newobj.x = zeros ( n+1 , n )
+        newobj.fv = zeros ( n+1 , 1 )
+        // Store all points
+        x1 = simplex0.x ( 1 , 1:n )
+        newobj.x ( 1:n+1, 1:n ) = x1 ( 1 , 1:n ) .*. ones(n+1,1)
+        // Retrieve the function value for the first simplex
+        // This saves one function evaluation
+        newobj.fv ( 1 ) = simplex0.fv ( 1 )
+        newobj.x ( 2:n+1, 1:n ) = mid ( 1:n , 1:n ) + newobj.x ( 2:n+1, 1:n )
+    endfunction
+
+    // Generates an error if the given variable is not of type real
+    function assert_typereal ( var , varname , ivar )
+        if ( type ( var ) <> 1 ) then
+            errmsg = msprintf(gettext("%s: Expected real variable for variable %s at input #%d, but got %s instead."),"assert_typereal", varname , ivar , typeof(var) );
+            error(errmsg);
+        end
+    endfunction
+    // Generates an error if the given variable is not of type string
+    function assert_typestring ( var , varname , ivar )
+        if ( type ( var ) <> 10 ) then
+            errmsg = msprintf(gettext("%s: Expected string variable for variable %s at input #%d, but got %s instead."),"assert_typestring", varname , ivar , typeof(var) );
+            error(errmsg);
+        end
+    endfunction
+    // Generates an error if the given variable is not of type function (macro)
+    function assert_typefunction ( var , varname , ivar )
+        if ( type ( var ) <> 13 ) then
+            errmsg = msprintf(gettext("%s: Expected function but for variable %s at input #%d, got %s instead."),"assert_typefunction", varname , ivar , typeof(var) );
+            error(errmsg);
+        end
+    endfunction
+    // Generates an error if the given variable is not of type boolean
+    function assert_typeboolean ( var , varname , ivar )
+        if ( type ( var ) <> 4 ) then
+            errmsg = msprintf(gettext("%s: Expected boolean but for variable %s at input #%d, got %s instead."),"assert_typeboolean", varname , ivar , typeof(var) );
+            error(errmsg);
+        end
+    endfunction
+
+    // Generates an error if the value corresponding to an option is unknown.
+    function unknownValueForOption ( value , optionname )
+        errmsg = msprintf(gettext("%s: Unknown value %s for %s option"),"unknownValueForOption",value , optionname );
+        error(errmsg);
+    endfunction
+
+    function argin = argindefault ( rhs , vararglist , ivar , default )
+        // Returns the value of the input argument #ivar.
+        // If this argument was not provided, or was equal to the
+        // empty matrix, returns the default value.
+        if ( rhs < ivar ) then
+            argin = default
+        else
+            if ( typeof(vararglist(ivar))== "constant" ) then
+                if ( vararglist(ivar) <> [] ) then
+                    argin = vararglist(ivar)
+                else
+                    argin = default
+                end
+            else
+                argin = vararglist(ivar)
+            end
+        end
+    endfunction
+
+    [lhs,rhs]=argn();
+    if rhs>7 then
+        errmsg = msprintf(gettext("%s: Wrong number of input arguments: %d to %d expected.\n"), "optimsimplex_new", 0,7);
+        error(errmsg)
+    end
+    if rhs == 0 then
+        newobj = optimsimplex_coords ( )
+        return;
+    end
+    var1 = varargin(1);
+    data = []
+    if typeof(var1) == "string" then
+        stype = varargin(1);
+        select stype
+        case "axes" then
+            //   newobj = optimsimplex_new ( "axes" , x0 )
+            //   newobj = optimsimplex_new ( "axes" , x0 , fun )
+            //   newobj = optimsimplex_new ( "axes" , x0 , fun , len )
+            //   [ newobj , data ] = optimsimplex_new ( "axes" , x0 , fun , len , data )
+            if rhs<2 | rhs > 5 then
+                errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while 2 to 5 are expected."), "optimsimplex_new", rhs);
+                error(errmsg)
+            end
+            x0   = varargin(2);
+            fun = argindefault ( rhs , varargin , 3 , [] )
+            len = argindefault ( rhs , varargin , 4 , 1.0 )
+            data = argindefault ( rhs , varargin , 5 , [] )
+            //
+            // Check inputs
+            //
+            assert_typereal ( x0 , "x0" , 3 );
+            assert_typereal ( len , "len" , 1 );
+            if size(x0,1)<>1 then
+                errmsg = msprintf(gettext("%s: Wrong size for input argument #%d: %d-by-%d matrix expected.\n"),"optimsimplex_new",2,1,size(x0,2));
+                error(errmsg);
+            end
+            if ( fun <> [] ) then
+                assert_typefunction ( fun , "fun" , 2 );
+            end
+            if ( size(len,1)<>1 ) then
+                errmsg = msprintf(gettext("%s: Wrong size for input argument #%d: %d-by-%d matrix expected.\n"),"optimsimplex_new",4,1,size(len,2));
+                error(errmsg);
+            end
+            if ( size(len,"*") <> 1 )
+                if ( size ( len , 2 ) <> size ( x0 , 2 ) ) then
+                    errmsg = msprintf(gettext("%s: Wrong size for input argument #%d: %d-by-%d matrix expected.\n"),"optimsimplex_new",4,size(len,1),size(x0,2));
+                    error(errmsg);
+                end
+            end
+            newobj = optimsimplex_axes ( x0 , len )
+        case "spendley" then
+            //   newobj = optimsimplex_new ( "spendley" , x0 )
+            //   newobj = optimsimplex_new ( "spendley" , x0 , fun )
+            //   newobj = optimsimplex_new ( "spendley" , x0 , fun , len )
+            //   [ newobj , data ] = optimsimplex_new ( "spendley" , x0 , fun , len , data )
+            if rhs<2 | rhs > 5 then
+                errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while 2 to 5 are expected."), "optimsimplex_new", rhs);
+                error(errmsg)
+            end
+            x0   = varargin(2);
+            fun = argindefault ( rhs , varargin , 3 , [] )
+            len = argindefault ( rhs , varargin , 4 , 1.0 )
+            data = argindefault ( rhs , varargin , 5 , [] )
+            //
+            // Check inputs
+            //
+            assert_typereal ( x0 , "x0", 1 );
+            if ( fun <> [] ) then
+                assert_typefunction ( fun , "fun" , 2 );
+            end
+            assert_typereal ( len , "len" , 3 );
+            if size(x0,1)<>1 then
+                errmsg = msprintf(gettext("%s: Wrong size for input argument #%d: %d-by-%d matrix expected.\n"),"optimsimplex_new",2,1,size(x0,2));
+                error(errmsg);
+            end
+            if ( size(len)<>[1  1] ) then
+                errmsg = msprintf(gettext("%s: Wrong size for input argument #%d: %d-by-%d matrix expected.\n"),"optimsimplex_new",4,1,1);
+                error(errmsg);
+            end
+            newobj = optimsimplex_spendley ( x0 , len )
+        case "pfeffer" then
+            //   newobj = optimsimplex_new ( "pfeffer" , x0 )
+            //   newobj = optimsimplex_new ( "pfeffer" , x0 , fun )
+            //   newobj = optimsimplex_new ( "pfeffer" , x0 , fun , deltausual )
+            //   newobj = optimsimplex_new ( "pfeffer" , x0 , fun , deltausual , deltazero )
+            //   [ newobj , data ] = optimsimplex_new ( "pfeffer" , x0 , fun , deltausual , deltazero , data )
+            if rhs<2 | rhs > 6 then
+                errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while 2 to 6 are expected."), "optimsimplex_new", rhs);
+                error(errmsg)
+            end
+            x0   = varargin(2);
+            fun = argindefault ( rhs , varargin , 3 , [] )
+            deltausual = argindefault ( rhs , varargin , 4 , 0.05 )
+            deltazero = argindefault ( rhs , varargin , 5 , 0.0075 )
+            data = argindefault ( rhs , varargin , 6 , [] )
+            //
+            // Check inputs
+            //
+            assert_typereal ( x0 , "x0" , 1 );
+            assert_typereal ( deltausual , "deltausual", 3 );
+            assert_typereal ( deltazero , "deltazero" , 4 );
+            if size(x0,1)<>1 then
+                errmsg = msprintf(gettext("%s: Wrong size for input argument #%d: %d-by-%d matrix expected.\n"),"optimsimplex_new",2,1,size(x0,2));
+                error(errmsg);
+            end
+            if (size(deltausual)<>[1 1]) then
+                errmsg = msprintf(gettext("%s: Wrong size for input argument #%d: %d-by-%d matrix expected.\n"),"optimsimplex_new",3,1,1);
+                error(errmsg);
+            end
+            if (size(deltazero)<>[1 1]) then
+                errmsg = msprintf(gettext("%s: Wrong size for input argument #%d: %d-by-%d matrix expected.\n"),"optimsimplex_new",4,1,1);
+                error(errmsg);
+            end
+            if ( fun <> [] ) then
+                assert_typefunction ( fun , "fun" , 2 );
+            end
+            newobj = optimsimplex_pfeffer ( x0 , deltausual , deltazero )
+        case "randbounds" then
+            //   newobj = optimsimplex_new ( "randbounds" , x0 , fun , boundsmin , boundsmax )
+            //   newobj = optimsimplex_new ( "randbounds" , x0 , fun , boundsmin , boundsmax , nbve )
+            //   [ newobj , data ] = optimsimplex_new ( "randbounds" , x0 , fun , boundsmin , boundsmax , nbve  , data )
+            if rhs<5 | rhs > 7 then
+                errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while 6 to 7 are expected."), "optimsimplex_new", rhs);
+                error(errmsg)
+            end
+            x0   = varargin(2);
+            fun  = varargin(3);
+            boundsmin = varargin(4);
+            boundsmax = varargin(5);
+            n = length ( x0 )
+            nbve = argindefault ( rhs , varargin , 6 , n+1 )
+            data = argindefault ( rhs , varargin , 7 , [] )
+            //
+            // Check inputs
+            //
+            assert_typereal ( x0 , "x0", 1 );
+            if ( fun <> [] ) then
+                assert_typefunction ( fun , "fun" , 2 );
+            end
+            assert_typereal ( boundsmin , "boundsmin" , 3 );
+            assert_typereal ( boundsmax , "boundsmax" , 4 );
+            assert_typereal ( nbve , "nbve" , 5 );
+            if ( size(x0,1)<>1 ) then
+                errmsg = msprintf(gettext("%s: Wrong size for input argument #%d: %d-by-%d matrix expected.\n"),"optimsimplex_new",2,1,size(x0,2));
+                error(errmsg);
+            end
+            if ( size(boundsmin,1)<>1 | size(boundsmin,2)<>size(x0,2)) then
+                errmsg = msprintf(gettext("%s: Wrong size for input argument #%d: %d-by-%d matrix expected.\n"),"optimsimplex_new",4,1,size(x0,2));
+                error(errmsg);
+            end
+            if ( size(boundsmax,1)<>1 | size(boundsmax,2)<>size(x0,2)) then
+                errmsg = msprintf(gettext("%s: Wrong size for input argument #%d: %d-by-%d matrix expected.\n"),"optimsimplex_new",5,1,size(x0,2));
+                error(errmsg);
+            end
+
+            newobj = optimsimplex_randbounds ( x0 , boundsmin , boundsmax , nbve )
+        case "oriented" then
+            //   newobj = optimsimplex_new ( "oriented" , simplex0 )
+            //   newobj = optimsimplex_new ( "oriented" , simplex0 , fun )
+            //   [ newobj , data ] = optimsimplex_new ( "oriented" , simplex0 , fun , data )
+            if rhs<2 | rhs > 4 then
+                errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while 2 to 4 are expected."), "optimsimplex_new", rhs);
+                error(errmsg)
+            end
+            simplex0   = varargin(2);
+            fun = argindefault ( rhs , varargin , 3 , [] )
+            data = argindefault ( rhs , varargin , 4 , [] )
+            //
+            // Check inputs
+            //
+            if (typeof(simplex0)<> "TSIMPLEX") then
+                errmsg = msprintf(gettext ( "%s: Wrong type for argument #%d: %s expected.\n") , "optimsimplex_new",2,"TSIMPLEX")
+                error(errmsg)
+            end
+            if (fun <> [] ) then
+                assert_typefunction ( fun , "fun" , 2 );
+            end
+            if ( simplex0.nbve == [] ) then
+                errmsg = msprintf(gettext ( "%s: The initial simplex has no vertices.") , "optimsimplex_new")
+                error(errmsg)
+            end
+            if ( simplex0.n == [] ) then
+                errmsg = msprintf(gettext ( "%s: The initial simplex has no dimension.") , "optimsimplex_new")
+                error(errmsg)
+            end
+            if ( simplex0.nbve <> simplex0.n+1 ) then
+                errmsg = msprintf(gettext ( "%s: The oriented simplex can be computed only with a simplex made of n+1 points, but the dimension is %d and the number of vertices is %d") , "optimsimplex_new", simplex0.n , simplex0.nbve)
+                error(errmsg)
+            end
+
+            newobj = optimsimplex_oriented ( simplex0 )
+        else
+            errmsg = msprintf(gettext("%s: Unknown key %s"),"optimsimplex_new",key)
+            error(errmsg)
+        end
+    else
+        //   newobj = optimsimplex_new ( coords )
+        //   newobj = optimsimplex_new ( coords , fun )
+        //   [ newobj , data ] = optimsimplex_new ( coords , fun , data )
+        if rhs < 1 | rhs > 3 then
+            errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while 1 to 3 are expected."), "optimsimplex_new", rhs);
+            error(errmsg)
+        end
+        coords = varargin(1);
+        fun = argindefault ( rhs , varargin , 2 , [] )
+        data = argindefault ( rhs , varargin , 3 , [] )
+        //
+        // Check inputs
+        //
+        if (fun <> [] ) then
+            assert_typefunction ( fun , "fun" , 2 );
+        end
+        newobj = optimsimplex_coords ( coords )
+    end
+    //
+    // Compute function values, if required.
+    if ( fun<>[] ) then
+        if ( typeof(data)=="constant" ) then
+            if ( data==[] ) then
+                newobj = optimsimplex_computefv ( newobj , fun )
+            else
+                [ newobj , data ] = optimsimplex_computefv ( newobj , fun , data )
+            end
+        else
+            [ newobj , data ] = optimsimplex_computefv ( newobj , fun , data )
+        end
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_reflect.bin b/modules/optimization/macros/optimsimplex/optimsimplex_reflect.bin
new file mode 100755
index 000000000..333eb5464
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_reflect.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_reflect.sci b/modules/optimization/macros/optimsimplex/optimsimplex_reflect.sci
new file mode 100755
index 000000000..8f3af4809
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_reflect.sci
@@ -0,0 +1,38 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_reflect --
+//   Returns a new simplex by reflexion of current simplex, by reflection with respect
+//   to the first vertex in the simplex.
+//   This move is used in the centered simplex gradient.
+// Arguments
+//   fun : name of the function
+//   data : user-defined data
+//
+function [ r , data ] = optimsimplex_reflect ( this , fun , data )
+    nv = this.nbve;
+    n = this.n;
+    r = optimsimplex_new ( );
+    r.n = n
+    r.nbve = nv
+    r.x = zeros ( nv , n )
+    r.fv = zeros( nv , 1 )
+    r.x(1,1:n) = this.x(1,1:n);
+    r.fv(1) = this.fv(1);
+    twox1 = 2*this.x(1,1:n) .*. ones(nv-1,1);
+    r.x(2:nv,1:r.n) = twox1 - this.x(2:nv,1:n)  ;
+    if (~isdef("data","local")) then
+        r = optimsimplex_compsomefv ( r , fun , 2:nv )
+    else
+        [ r , data ] = optimsimplex_compsomefv ( r , fun , 2:nv , data )
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_setall.bin b/modules/optimization/macros/optimsimplex/optimsimplex_setall.bin
new file mode 100755
index 000000000..1fe4f1d41
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_setall.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_setall.sci b/modules/optimization/macros/optimsimplex/optimsimplex_setall.sci
new file mode 100755
index 000000000..7de5cd0b5
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_setall.sci
@@ -0,0 +1,39 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_setall --
+//   Set all the coordinates and the function values of all the vertices.
+//   The given matrix is expected to have the following organization
+//   * size nbve X n+1
+//   * data is organized by row : function value, then x
+//   * simplex(k,1) is the function value of the vertex #k, with k = 1 , nbve
+//   * simplex(k,2:n+1) is the coordinates of the vertex #k, with k = 1 , nbve
+// Arguments
+//   simplex : the simplex to set
+//
+function this = optimsimplex_setall ( this , simplex )
+    if typeof(this) <> "TSIMPLEX" then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: TSIMPLEX expected.\n"), "optimsimplex_setall", 1));
+    end
+    if type(simplex) <> 1 | ~isreal(simplex) then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: A real matrix expected.\n"), "optimsimplex_setall", 2));
+    end
+    nbve = size(simplex,1)
+    np1 = size(simplex,2)
+    if np1 > nbve then
+        errmsg = msprintf(gettext ( "%s: The number of vertices (i.e. the number of rows) is %d which is smaller than the number of columns %d (i.e. n+1).") , "optimsimplex_setall",nbve,np1);
+        error(errmsg);
+    end
+    this.n = np1 - 1;
+    this.nbve = nbve;
+    this.fv ( 1:nbve , 1 ) = simplex ( 1:nbve , 1 )
+    this.x ( 1:nbve , 1:this.n ) = simplex ( 1:nbve , 2:this.n+1 )
+endfunction
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_setallfv.bin b/modules/optimization/macros/optimsimplex/optimsimplex_setallfv.bin
new file mode 100755
index 000000000..33753f1b4
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_setallfv.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_setallfv.sci b/modules/optimization/macros/optimsimplex/optimsimplex_setallfv.sci
new file mode 100755
index 000000000..652a58360
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_setallfv.sci
@@ -0,0 +1,35 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_setallfv --
+//   Set all the function values of all the vertices.
+//   The vertex #k is expected to be stored in fv(k)
+//   with k = 1 , nbve
+// Arguments
+//   fv : the array of function values
+//
+function this = optimsimplex_setallfv ( this , fv )
+    if typeof(this) <> "TSIMPLEX" then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: TSIMPLEX expected.\n"), "optimsimplex_setallfv", 1));
+    end
+    if type(fv) <> 1 then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: A real vector expected.\n"), "optimsimplex_setallfv", 2));
+    end
+    fv1 = size ( fv , 1 );
+    if fv1 <> this.nbve then
+        error ( msprintf ( gettext ( "%s: The number of rows in the function value array is %d, while expected %d." ), "optimsimplex_setallfv" , fv1 , this.nbve ))
+    end
+    fv2 = size ( fv , 2 );
+    if fv2 <> 1 then
+        error ( msprintf ( gettext ( "%s: The number of columns in the function value array is %d, while expected 1." ), "optimsimplex_setallfv" , fv2 ))
+    end
+    this.fv ( 1:this.nbve , 1 ) = fv ( 1:this.nbve );
+endfunction
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_setallx.bin b/modules/optimization/macros/optimsimplex/optimsimplex_setallx.bin
new file mode 100755
index 000000000..a432415b8
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_setallx.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_setallx.sci b/modules/optimization/macros/optimsimplex/optimsimplex_setallx.sci
new file mode 100755
index 000000000..02dd7d8cc
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_setallx.sci
@@ -0,0 +1,35 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_setallx --
+//   Set all the coordinates of all the vertices.
+//   The vertex #k is expected to be stored in x(k,1:n)
+//   with k = 1 , nbve
+// Arguments
+//   x : the coordinates of the vertices.
+//
+function this = optimsimplex_setallx ( this , x )
+    if typeof(this) <> "TSIMPLEX" then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: TSIMPLEX expected.\n"), "optimsimplex_setallx", 1));
+    end
+    if type(x) <> 1 then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: A real matrix expected.\n"), "optimsimplex_setallx", 2));
+    end
+    nx1 = size ( x , 1 );
+    if nx1 <> this.nbve then
+        error ( msprintf ( gettext ( "%s: The number of rows in x is %d, while expected %d." ), "optimsimplex_setallx" , nx1 , this.nbve ))
+    end
+    nx2 = size ( x , 2 );
+    if nx2 <> this.n then
+        error ( msprintf ( gettext ( "%s: The number of columns in x is %d, while expected %d." ), "optimsimplex_setallx" , nx2 , this.n ))
+    end
+    this.x ( 1:this.nbve , 1:this.n ) = x ( 1:this.nbve , 1:this.n );
+endfunction
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_setfv.bin b/modules/optimization/macros/optimsimplex/optimsimplex_setfv.bin
new file mode 100755
index 000000000..2a5c3ba56
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_setfv.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_setfv.sci b/modules/optimization/macros/optimsimplex/optimsimplex_setfv.sci
new file mode 100755
index 000000000..e74dae7cd
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_setfv.sci
@@ -0,0 +1,36 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_setfv --
+//   Set the function value at given index and
+//   returns an updated simplex.
+// Arguments
+//   ive : vertex index
+//   fv : the function value
+//
+function this = optimsimplex_setfv ( this , ive , fv )
+    if typeof(this) <> "TSIMPLEX" then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: TSIMPLEX expected.\n"), "optimsimplex_setfv", 1));
+    end
+    if type(ive) <> 1 then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: A real scalar expected.\n"), "optimsimplex_setfv", 2));
+    end
+    if type(fv) <> 1 then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: A real vector expected.\n"), "optimsimplex_setfv", 3));
+    end
+    if or(size(ive) <> [1 1]) then
+        error(msprintf(gettext("%s: Wrong size for input argument #%d: A real scalar expected.\n"), "optimsimplex_setfv", 2));
+    end
+    if ive-floor(ive) <> 0 then
+        error(msprintf(gettext("%s: Wrong value for input argument #%d: An integer expected.\n"), "optimsimplex_setfv", 2));
+    end
+    this.fv ( ive , 1 ) = fv;
+endfunction
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_setn.bin b/modules/optimization/macros/optimsimplex/optimsimplex_setn.bin
new file mode 100755
index 000000000..1cc811587
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_setn.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_setn.sci b/modules/optimization/macros/optimsimplex/optimsimplex_setn.sci
new file mode 100755
index 000000000..277e21057
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_setn.sci
@@ -0,0 +1,31 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_setn --
+//   Set the dimension of the space of the simplex.
+// Arguments
+//   n : the dimension
+//
+function this = optimsimplex_setn ( this , n )
+    if typeof(this) <> "TSIMPLEX" then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: TSIMPLEX expected.\n"), "optimsimplex_setn", 1));
+    end
+    if type(n) <> 1 then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: A real scalar expected.\n"), "optimsimplex_setn", 2));
+    end
+    if or(size(n) <> [1 1]) then
+        error(msprintf(gettext("%s: Wrong size for input argument #%d: A real scalar expected.\n"), "optimsimplex_setn", 2));
+    end
+    if n-floor(n) <> 0 then
+        error(msprintf(gettext("%s: Wrong value for input argument #%d: An integer expected.\n"), "optimsimplex_setn", 2));
+    end
+    this.n = n;
+endfunction
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_setnbve.bin b/modules/optimization/macros/optimsimplex/optimsimplex_setnbve.bin
new file mode 100755
index 000000000..10a937de5
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_setnbve.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_setnbve.sci b/modules/optimization/macros/optimsimplex/optimsimplex_setnbve.sci
new file mode 100755
index 000000000..dcbf4a850
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_setnbve.sci
@@ -0,0 +1,31 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_setnbve --
+//   Set the number of vertices of the simplex.
+// Arguments
+//   nbve : the number of vertices
+//
+function this = optimsimplex_setnbve ( this , nbve )
+    if typeof(this) <> "TSIMPLEX" then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: TSIMPLEX expected.\n"), "optimsimplex_setnbve", 1));
+    end
+    if type(nbve) <> 1 then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: A real scalar expected.\n"), "optimsimplex_setnbve", 2));
+    end
+    if or(size(nbve) <> [1 1]) then
+        error(msprintf(gettext("%s: Wrong size for input argument #%d: A real scalar expected.\n"), "optimsimplex_setnbve", 2));
+    end
+    if nbve-floor(nbve) <> 0 then
+        error(msprintf(gettext("%s: Wrong value for input argument #%d: An integer expected.\n"), "optimsimplex_setnbve", 2));
+    end
+    this.nbve = nbve;
+endfunction
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_setve.bin b/modules/optimization/macros/optimsimplex/optimsimplex_setve.bin
new file mode 100755
index 000000000..703aed9db
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_setve.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_setve.sci b/modules/optimization/macros/optimsimplex/optimsimplex_setve.sci
new file mode 100755
index 000000000..4e94bd68d
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_setve.sci
@@ -0,0 +1,40 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_setve --
+//   Sets the coordinates of the vertex and the function value at given index in the current simplex.
+// Arguments
+//   ive : vertex index
+//   fv : the function value
+//   x : the coordinates of the point, as a row vector
+//
+function this = optimsimplex_setve ( this , ive , fv , x )
+    if typeof(this) <> "TSIMPLEX" then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: TSIMPLEX expected.\n"), "optimsimplex_setve", 1));
+    end
+    if type(ive) <> 1 then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: A real scalar expected.\n"), "optimsimplex_setve", 2));
+    end
+    if type(fv) <> 1 then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: A real vector expected.\n"), "optimsimplex_setve", 3));
+    end
+    if type(x) <> 1 then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: A real matrix expected.\n"), "optimsimplex_setve", 4));
+    end
+    if or(size(ive) <> [1 1]) then
+        error(msprintf(gettext("%s: Wrong size for input argument #%d: A real scalar expected.\n"), "optimsimplex_setve", 2));
+    end
+    if ive-floor(ive) <> 0 then
+        error(msprintf(gettext("%s: Wrong value for input argument #%d: An integer expected.\n"), "optimsimplex_setve", 2));
+    end
+    this.x(ive,:) = x;
+    this.fv(ive,1) = fv;
+endfunction
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_setx.bin b/modules/optimization/macros/optimsimplex/optimsimplex_setx.bin
new file mode 100755
index 000000000..231be06b7
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_setx.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_setx.sci b/modules/optimization/macros/optimsimplex/optimsimplex_setx.sci
new file mode 100755
index 000000000..5cb2d3fbd
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_setx.sci
@@ -0,0 +1,35 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_setx --
+//   Set the coordinates of the vertex at given index,
+//   as a row vector, into the current simplex.
+// Arguments
+//   ive : vertex index
+//
+function this = optimsimplex_setx ( this , ive , x )
+    if typeof(this) <> "TSIMPLEX" then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: TSIMPLEX expected.\n"), "optimsimplex_setx", 1));
+    end
+    if type(ive) <> 1 then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: A real scalar expected.\n"), "optimsimplex_setx", 2));
+    end
+    if type(x) <> 1 then
+        error(msprintf(gettext("%s: Wrong type for input argument #%d: A real matrix expected.\n"), "optimsimplex_setx", 3));
+    end
+    if or(size(ive) <> [1 1]) then
+        error(msprintf(gettext("%s: Wrong size for input argument #%d: A real scalar expected.\n"), "optimsimplex_setx", 2));
+    end
+    if ive-floor(ive) <> 0 then
+        error(msprintf(gettext("%s: Wrong value for input argument #%d: An integer expected.\n"), "optimsimplex_setx", 2));
+    end
+    this.x ( ive , 1:this.n ) = x(1:this.n);
+endfunction
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_shrink.bin b/modules/optimization/macros/optimsimplex/optimsimplex_shrink.bin
new file mode 100755
index 000000000..da64577c0
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_shrink.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_shrink.sci b/modules/optimization/macros/optimsimplex/optimsimplex_shrink.sci
new file mode 100755
index 000000000..2db5e5386
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_shrink.sci
@@ -0,0 +1,36 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_shrink --
+//   Shrink the simplex with given coefficient sigma
+//   and returns an updated simplex.
+//   The shrink is performed with respect to the 1st point
+//   in the simplex.
+// Arguments
+//   fun : the function to compute at vertices
+//   sigma : shrinkage factor (default value = 0.5)
+//   data : user-defined data
+//
+function [ this , data ] = optimsimplex_shrink ( this , fun , sigma , data )
+    if (~isdef("sigma","local")) then
+        sigma = 0.5;
+    end
+    nv = this.nbve;
+    mv1 = this.x(1,:) .*. ones ( nv - 1 , 1 );
+    newx = ( 1.0 - sigma ) * mv1(1:nv-1,:) + sigma * this.x ( 2 : nv , : ) ;
+    this.x(2:nv,:) = newx(1:nv-1,:);
+    if (~isdef("data","local")) then
+        this = optimsimplex_compsomefv ( this , fun , 2 : nv )
+    else
+        [ this , data ] = optimsimplex_compsomefv ( this , fun , 2 : nv , data )
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_size.bin b/modules/optimization/macros/optimsimplex/optimsimplex_size.bin
new file mode 100755
index 000000000..2fd83ee33
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_size.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_size.sci b/modules/optimization/macros/optimsimplex/optimsimplex_size.sci
new file mode 100755
index 000000000..3e21fd724
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_size.sci
@@ -0,0 +1,64 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_size --
+//   Returns the size of the simplex.
+// Arguments, input
+//   method : the method to use to compute the simplex, "Nash"
+//     "diameter", "sigmaplus" or "sigmaminus" (default is "sigmaplus")
+// References
+//   [1] Compact Numerical Methods For Computers
+//   Linear Algebra and Function Minimization
+//   J.C. Nash
+//   1990
+//   Chapter 14. Direct Search Methods
+//   [2] Iterative Methods for Optimization
+//   C.T. Kelley
+//   1999
+//   Chapter 6., section 6.2
+//
+function ssize = optimsimplex_size ( this , method )
+    n = this.n;
+    nv = this.nbve;
+    if (~isdef("method","local")) then
+        method = "sigmaplus";
+    end
+    select method
+    case "Nash" then
+        v1 = this.x(1,:) .*. ones(nv-1,1);
+        edges = this.x(2:nv,:) - v1;
+        abedges = abs(edges);
+        n1 = sum(abedges,"c");
+        ssize = sum ( n1 );
+    case "diameter" then
+        ssize = 0.0;
+        for i = 1:nv
+            vi = this.x(i,:) .*. ones(nv,1);
+            edges = vi - this.x(1:nv,:);
+            n2 = sqrt ( sum ( edges.^2 , "c" ) );
+            ssize = max ( max( n2 ) , ssize );
+        end
+    case "sigmaplus" then
+        v1 = this.x(1,:) .*. ones(nv-1,1);
+        edges = this.x(2:nv,:) - v1;
+        n2 = sqrt ( sum ( edges.^2 , "c" ) );
+        ssize = max ( n2 );
+    case "sigmaminus" then
+        v1 = this.x(1,:) .*. ones(nv-1,1);
+        edges = this.x(2:nv,:) - v1;
+        n2 = sqrt ( sum ( edges.^2 , "c" ) );
+        ssize = min ( n2 );
+    else
+        errmsg = msprintf(gettext ( "%s: Unknown simplex size method %s") , "optimsimplex_size",method)
+        error(errmsg)
+    end
+endfunction
+
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_sort.bin b/modules/optimization/macros/optimsimplex/optimsimplex_sort.bin
new file mode 100755
index 000000000..630fc3e62
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_sort.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_sort.sci b/modules/optimization/macros/optimsimplex/optimsimplex_sort.sci
new file mode 100755
index 000000000..6c4c7a3ac
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_sort.sci
@@ -0,0 +1,23 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+
+//
+// optimsimplex_sort --
+//   Sorts the simplex with increasing function value order so that
+//   the smallest function value is at vertex #1.
+// Arguments
+//   <no arg>
+//
+function this = optimsimplex_sort ( this )
+    [this.fv,is] = gsort(this.fv,"r","i");
+    this.x = this.x ( is , : );
+endfunction
+
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_xbar.bin b/modules/optimization/macros/optimsimplex/optimsimplex_xbar.bin
new file mode 100755
index 000000000..fbda36636
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_xbar.bin
diff --git a/modules/optimization/macros/optimsimplex/optimsimplex_xbar.sci b/modules/optimization/macros/optimsimplex/optimsimplex_xbar.sci
new file mode 100755
index 000000000..041bc5357
--- /dev/null
+++ b/modules/optimization/macros/optimsimplex/optimsimplex_xbar.sci
@@ -0,0 +1,36 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2008-2009 - INRIA - Michael Baudin
+// Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+
+//
+// optimsimplex_xbar --
+//   Returns the center of n vertices, by excluding the
+//   vertex with index iexcl.
+//   The default value of iexcl is the number of vertices : in that case,
+//   if the simplex is sorted in increasing function value
+//   order, the worst vertex is excluded.
+// Arguments
+//   iexcl : the index of the vertex to exclude in
+//     center computation.
+//
+function cen = optimsimplex_xbar ( this , iexcl )
+    if (~isdef("iexcl","local")) then
+        iexcl = this.nbve;
+    end
+    if ( size(iexcl,1)<>1 ) then
+        errmsg = msprintf(gettext("%s: The exclusion index vector has %d rows instead of 1."), ...
+        "optimsimplex_xbar", size(iexcl,1) );
+        error(errmsg);
+    end
+    // Vectorize by making the sum of all, subtracting only one vector
+    cen = sum(this.x(1:this.nbve,1:this.n),"r")
+    cen = cen - sum(this.x(iexcl,1:this.n),"r")
+    nexcl = size(iexcl,2)
+    cen = cen / ( this.nbve - nexcl )
+endfunction
diff --git a/modules/optimization/macros/pack.bin b/modules/optimization/macros/pack.bin
new file mode 100755
index 000000000..0a69255c5
--- /dev/null
+++ b/modules/optimization/macros/pack.bin
diff --git a/modules/optimization/macros/pack.sci b/modules/optimization/macros/pack.sci
new file mode 100755
index 000000000..3e17d02a6
--- /dev/null
+++ b/modules/optimization/macros/pack.sci
@@ -0,0 +1,55 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) INRIA
+// Copyright (C) 2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+//
+function [M, sel] = pack(M, blocksizes)
+    //
+    // Check input arguments
+    [lhs, rhs] = argn();
+    if rhs <> 2 then
+        error(msprintf(gettext("%s: Wrong number of input argument: %d expected.\n"),"pack",2));
+    end
+    //
+    // Check type
+    if and(typeof(M) <> ["constant" "sparse"]) then
+        error(msprintf(gettext("%s: Wrong type for argument #%d: Real matrix or sparse matrix expected.\n"),"pack",1));
+    end
+    if typeof(blocksizes) <> "constant" then
+        error(msprintf(gettext("%s: Wrong type for argument #%d: Real matrix expected.\n"),"pack",2));
+    end
+    //
+    // Check content
+    if ~isreal(M) then
+        error(msprintf(gettext("%s: Wrong type for argument #%d: Real matrix expected.\n"),"pack",1));
+    end
+    if ~isreal(blocksizes) then
+        error(msprintf(gettext("%s: Wrong type for argument #%d: Real matrix expected.\n"),"pack",2));
+    end
+    if or(blocksizes<1) then
+        error(msprintf(gettext("%s: Wrong value for input argument #%d: Non-negative integers expected.\n"),"pack",2));
+    end
+    if or(blocksizes<>floor(blocksizes)) then
+        error(msprintf(gettext("%s: Wrong value for input argument #%d: An integer value expected.\n"),"pack",2));
+    end
+    //
+    // Proceed...
+    sel = []
+    kk = 0
+    blocksizes = matrix(blocksizes, 1, size(blocksizes,"*"))
+    for ni=blocksizes
+        k = kk
+        for j=1:ni
+            sel = [sel, k+(j:ni)]
+            k = k+ni
+        end
+        kk = kk+ni*ni
+    end
+    M = M(sel, :)
+
+endfunction
diff --git a/modules/optimization/macros/pencost.bin b/modules/optimization/macros/pencost.bin
new file mode 100755
index 000000000..c67d88361
--- /dev/null
+++ b/modules/optimization/macros/pencost.bin
diff --git a/modules/optimization/macros/pencost.sci b/modules/optimization/macros/pencost.sci
new file mode 100755
index 000000000..ee1150413
--- /dev/null
+++ b/modules/optimization/macros/pencost.sci
@@ -0,0 +1,78 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) INRIA
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+//
+function [fpen,gpen,ind]=pencost(x,ind,fncts,ne,nc,cpen);
+    // pencost=template of external function for penalized problem:
+    //
+    // min f(x)
+    //  g_i(x)  = 0    i=1:ne
+    //  g_i(x) <= 0    i=ne+1:nc     (0<=ne<=nc)
+    //
+    //function pencost defines a penalized cost function and its gradient
+    //which is passed to scilab's optim function.
+    //
+    //A penalized problem is defined through the scilab function fncts
+    //which defines the constraints g_1,..,g_nc and the cost function f.
+    //
+    //fncts = scilab external with calling sequence:
+    //[gisandf,theirgrads,indic]=fncts(x,indic)
+    //which returns
+    //     in row vector gisandf [g_1(x),...,g_nc(x),f(x)]
+    //
+    //     in column 1  of matrix theirgrads grad(g_1)_x
+    //..........
+    //     in column i  of matrix  theirgrads grad(g_i)_x
+    //...........
+    //     in column nc of matrix theirgrads  grad(g_nc)_x
+    //     in column nc+1 of matrix theirgrads grad(g_nc)_x
+    //
+    // ne = number of equality constraints
+    // nc = total number of constraints
+    //
+    //EXAMPLE:
+    //
+    //minimize f(x)=0.5*(x(1)^2+x(2)^2)
+    //   g_1(x)= x(1)+x(2)-1 <=0
+    //   g_2(x)=- x(1) <= 0
+    //
+    //   no equality constraint (ne=0)
+    //   two inequality constraints (-> nc=2 constraints)
+    //
+    // 1-define your problem through a function (usually in a .sci file):
+    //deff('[gsf,grds,indic]=myproblem(x,indic)',...
+    //       'gsf=[x(1)+x(2)-1,-x(1),norm(x)^2];...
+    //        grds=[1,-1,x(1);...
+    //              1,0,x(2)]')
+    //
+    // 2-call scilab's optim function (after loading pencost.sci (this file));
+    // exec('pencost.sci','c')
+    // ne=0;nc=2;x0=[4;7];
+    // penalizing constant cpen=100;
+    // [f,x]=optim(list(pencost,myproblem,ne,nc,cpen),x0)
+    //
+    // or (passing myproblem,ne,nc,cpen by context)
+    // fncts=myproblem;[f,x]=optim(pencost,x0)
+    //
+    [f,gradf,indic]=fncts(x,ind);
+    if indic < 0 then ind=indic, return, end;
+    if nc >ne then
+        for i=ne+1:nc, f(i)=max([0 f(i)]); end;
+    end;
+    fpen=f(nc+1) + 0.5*cpen*norm(f(1:nc))^2;
+    if ind==2 then return, end;
+    gpen=gradf(:,nc+1);
+    if ne >0 then
+        for i=1:ne, gpen=gpen + cpen*f(i)*gradf(:,i),end;
+    end;
+    if nc > ne
+        for i=ne+1:nc,
+            if f(i)>0 then gpen=gpen + cpen*f(i)*gradf(:,i),end;
+        end;
+    end;
+endfunction
diff --git a/modules/optimization/macros/qpsolve.bin b/modules/optimization/macros/qpsolve.bin
new file mode 100755
index 000000000..67072e3ff
--- /dev/null
+++ b/modules/optimization/macros/qpsolve.bin
diff --git a/modules/optimization/macros/qpsolve.sci b/modules/optimization/macros/qpsolve.sci
new file mode 100755
index 000000000..6841a6f88
--- /dev/null
+++ b/modules/optimization/macros/qpsolve.sci
@@ -0,0 +1,34 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2013 - Raise Partner - Mohamed Houacine: fixed bug #13116
+// Copyright (C) INRIA - Serge Steer
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+//
+
+function [x, iact, iter, f]=qpsolve(Q,p,C,b,ci,cs,me)
+
+    rhs = argn(2);
+    if rhs <> 7
+        error(msprintf(gettext("%s: Wrong number of input argument(s): %d expected.\n"), "qpsolve", 7));
+    end
+    C(me+1:$, :) = -C(me+1:$, :);
+    b(me+1:$) = -b(me+1:$);
+    // replace boundary contraints by linear constraints
+    Cb = []; bb = [];
+    if ci <> [] then
+        Cb = [Cb; speye(Q)]
+        bb = [bb; ci]
+    end
+    if cs <> [] then
+        Cb = [Cb; -speye(Q)]
+        bb = [bb; -cs]
+    end
+    C = [C; Cb]; b = [b; bb]
+    [x, iact, iter, f] = qp_solve(Q, -p, C', b, me)
+
+endfunction
+
diff --git a/modules/optimization/macros/recons.bin b/modules/optimization/macros/recons.bin
new file mode 100755
index 000000000..5066244bd
--- /dev/null
+++ b/modules/optimization/macros/recons.bin
diff --git a/modules/optimization/macros/recons.sci b/modules/optimization/macros/recons.sci
new file mode 100755
index 000000000..791198cde
--- /dev/null
+++ b/modules/optimization/macros/recons.sci
@@ -0,0 +1,42 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) INRIA
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+//
+function [r,ind]=recons(r,ind)
+    //reconstruct a list from a flat list (see aplat)
+    if ind==-1 then return;end
+    nr=size(r)
+    ma=0
+    for k=nr:-1:1
+        mm=size(ind(k),"*");
+        if ma<=mm then ma=mm;ki=k; end
+    end
+
+    if ma<=1 then return; end
+    vi=ind(ki);vi=vi(1:ma-1);
+    k=ki
+    vj=vi
+
+    while vj==vi
+        k=k+1
+        if k>nr then break; end
+        vv=ind(k);
+        if size(vv,"*")==ma then vj=vv(1:ma-1); else vj=[]; end
+    end
+    kj=k-1
+    rt=list(r(ki))
+    for k=ki+1:kj
+        rt(k-ki+1)=r(ki+1)
+        r(ki+1)=null()
+        ind(ki+1)=null()
+    end
+    ind(ki)=vi
+    r(ki)=rt
+    [r,ind]=recons(r,ind)
+
+endfunction
diff --git a/modules/optimization/macros/unpack.bin b/modules/optimization/macros/unpack.bin
new file mode 100755
index 000000000..4ba454de8
--- /dev/null
+++ b/modules/optimization/macros/unpack.bin
diff --git a/modules/optimization/macros/unpack.sci b/modules/optimization/macros/unpack.sci
new file mode 100755
index 000000000..7e86e0bd2
--- /dev/null
+++ b/modules/optimization/macros/unpack.sci
@@ -0,0 +1,59 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) INRIA
+// Copyright (C) 2011 - DIGITEO - Michael Baudin
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+//
+function MM=unpack(M,blocksizes)
+    //
+    // Check input arguments
+    [lhs,rhs]=argn();
+    if rhs<>2 then
+        error(msprintf(gettext("%s: Wrong number of input argument: %d expected.\n"),"unpack",2));
+    end
+    //
+    // Check type
+    if typeof(M) <> "constant" then
+        error(msprintf(gettext("%s: Wrong type for argument #%d: Real matrix expected.\n"),"unpack",1));
+    end
+    if typeof(blocksizes) <> "constant" then
+        error(msprintf(gettext("%s: Wrong type for argument #%d: Real matrix expected.\n"),"unpack",2));
+    end
+    //
+    // Check content
+    if ~isreal(M) then
+        error(msprintf(gettext("%s: Wrong type for argument #%d: Real matrix expected.\n"),"unpack",1));
+    end
+    if ~isreal(blocksizes) then
+        error(msprintf(gettext("%s: Wrong type for argument #%d: Real matrix expected.\n"),"unpack",2));
+    end
+    if or(blocksizes<1) then
+        error(msprintf(gettext("%s: Wrong value for input argument #%d: Non-negative integers expected.\n"),"unpack",2));
+    end
+    if or(blocksizes<>floor(blocksizes)) then
+        error(msprintf(gettext("%s: Wrong value for input argument #%d: An integer value expected.\n"),"unpack",2));
+    end
+    //
+    // Proceed...
+    MM=[]
+    [mM,nM]=size(M)
+    n=sum(blocksizes)
+    for j=1:nM
+        ptr=1
+        Mu=[]
+        for ni=blocksizes
+            Mui=[]
+            for l=1:ni
+                Mui(l:ni,l)=M(ptr:ptr+ni-l,j)
+                Mui(l,l:ni)=M(ptr:ptr+ni-l,j)'
+                ptr=ptr+ni-l+1
+            end
+            Mu=[Mu;matrix(Mui,ni*ni,1)]
+        end
+        MM=[MM,Mu]
+    end
+endfunction
diff --git a/modules/optimization/macros/vec2list.bin b/modules/optimization/macros/vec2list.bin
new file mode 100755
index 000000000..f4cb2ad90
--- /dev/null
+++ b/modules/optimization/macros/vec2list.bin
diff --git a/modules/optimization/macros/vec2list.sci b/modules/optimization/macros/vec2list.sci
new file mode 100755
index 000000000..b55923cbf
--- /dev/null
+++ b/modules/optimization/macros/vec2list.sci
@@ -0,0 +1,31 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) INRIA
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+//
+function li=vec2list(bigVector,varsizes,ind)
+    //bigVector: big vector
+    //varsizes: k x 2 matrix, varsizes(i,:)=size of ith matrix
+    //li: list of k matrices, li(i)=matrix of size varsizes(i,:);
+
+    [LHS, RHS] = argn(0)
+    if RHS < 2 then
+        error(sprintf(gettext("%s: Wrong number of input argument(s): %d or %d expected.\n"), "vec2list", 2, 3));
+    end
+
+    if bigVector==[] then
+        n=0;for dimi=varsizes',n=n+prod(dimi);end
+        bigVector=zeros(n,1);
+    end
+    li=list();point=1;i=0;
+    for dimi=varsizes'
+        newpoint=point+prod(dimi)-1;i=i+1;
+        li(i)=matrix(bigVector(point:newpoint),dimi(1),dimi(2));
+        point=newpoint+1;
+    end
+    if RHS==3 then li=recons(li,ind); end
+endfunction