Re: minimization routine
Re: minimization routine
- Subject: Re: minimization routine
- From: Mark Bessey <email@hidden>
- Date: Wed, 24 Aug 2005 11:09:24 -0700
On Aug 24, 2005, at 12:46 AM, Bernard Bernu wrote:
Hi,
I'm looking for routines to find a minimum of an analytical non
linear function of many parameters. Is there some existing library
already available on the Mac OSX.3 or 4?
Bernard
I don't know of an existing library for Mac OS X, but the most
commonly-used algorithm I know of is fairly straightforward to
implement from scratch:
http://en.wikipedia.org/wiki/Nelder-Mead_method
The Simplex method (as it's also called) does require some knowledge
of the function's behavior in order to produce decent results, but
most optimization algorithms do. This method gives decent results
fairly quickly, but can get hung up on local minima. It works much
better on smooth functions than lumpy (is that the right term?) ones.
-Mark
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