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Re: BFGS minimization comparison between NR and GSL
- From: Brian Gough <bjg at network-theory dot co dot uk>
- To: "Philippe Huber" <huberph at infomaniak dot ch>
- Cc: <gsl-discuss at sources dot redhat dot com>
- Date: Thu, 22 Aug 2002 19:24:21 +0100 (BST)
- Subject: Re: BFGS minimization comparison between NR and GSL
- References: <000901c2486a$ed382c50$f9cee6c2@idefix>
Philippe Huber writes:
> Hi all,
>
> I made a program with NR (numerical recipes) routines that minimizes a
> function of 35 parameters. I used a BFGS algorithm. I decided a few
> weeks ago to make the same program with GSL routines. The result is
> somewhat surprising. The GSL BFGS needs about twice as much iterations
> as NR's does. Shouldn't it be the same algorithm?
I believe it's the same class of algorithm, but not the same
algorithm.