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Re: optimisation
- From: Fabian Bastin <fbas at math dot fundp dot ac dot be>
- To: nicholas dot cunliffe at stud dot umist dot ac dot uk
- Cc: gsl-discuss at sources dot redhat dot com
- Date: Mon, 06 Jan 2003 16:59:17 +0100
- Subject: Re: optimisation
- References: <3E19A624.29393.E26D75@localhost>
Yes, derivates are often too complicated to be expressed anatycally, but
you can provide approximations of these, by finite differences
techniques or automatic differentiation. Finite or central differences
approximations are usually sufficient.
Fabian
Nicholas Cunliffe wrote:
Hi,
Just thought Id cast an opinion. Having multi variable optimization
routines which REQUIRE user supplied derivetives is just LAME.
How many real problems are there which are so simple that the
derivatives can be supplied? None of any scientific or engineering
interest.
Thanks
Nicholas