Re: minimization routine
Re: minimization routine
- Subject: Re: minimization routine
- From: Steve Baxter <email@hidden>
- Date: Wed, 24 Aug 2005 21:51:58 +0100
Numerical Recipes is where I always go for this sort of thing:
http://www.nr.com/
Cheers,
Steve.
On 24 Aug 2005, at 19:23, Bernard Bernu wrote:
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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