Re: multidimensional optimization

[Brian Gough <bjg at network-theory dot co dot uk>]

I like the fact that there are no allocs inside the main loop.

Fabrice Rossi writes:
 > With this approach, I plan to simplify the main loop in order to obtain
 > something like that:
 > gsl_multimin_fdf_minimizer *s=gsl_multimin_fdf_minimizer_alloc(parameters);
 > do {
 > 	status = gsl_multimin_fdf_minimizer_next_direction(s);
 > 	/* react on status */
 > 	status = gsl_multimin_fdf_minimizer_bracket(s);
 > 	/* react on status */
 > 	do {
 > 		status = gsl_multimin_fdf_minimizer_iterate_1d(s);
 > 		/* react on status */
 > 	} while (stopping criterion for the 1d algorithm);
 > 	status = gsl_multimin_fdf_minimizer_step(s);
 > 	/* react on status */
 > } while (stopping criterion for the multidim algo);
 > 
 > With this approach, you still have full control over the internal line search,
 > but with a simplified interface. Drawbacks:
 > - the fdf structure is going to be even more bloated that it is currently
 > - changing the line search algorithm will not be as easy as it is currently
 > - same thing for bracketing