Re: minimization routine
Re: minimization routine
- Subject: Re: minimization routine
- From: Bernard Bernu <email@hidden>
- Date: Wed, 24 Aug 2005 20:23:14 +0200
Thanks for responding.
Thanks to Benjamin and Tommy who suggested to use gsl. I did used it
and I'm fully satistfied with it.
I recommand that library that I used already a while ago for special
function and very nice integration routines. I should have recall it.
Bernard
Le 24 août 05, à 20:09, Mark Bessey a écrit :
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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