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Re: nmsimplex iteration.
- From: Brian Gough <bjg at network-theory dot co dot uk>
- To: picca <picca at synchrotron-soleil dot Fr>
- Cc: gsl-discuss at sourceware dot org
- Date: Thu, 10 Apr 2008 18:41:57 +0100
- Subject: Re: nmsimplex iteration.
- References: <20080317144641.332eb83a@synchrotron-soleil.Fr><m33aqcfn30.wl%bjg@network-theory.co.uk><20080327133534.268f36e4@synchrotron-soleil.Fr>
At Thu, 27 Mar 2008 13:35:34 +0100,
picca wrote:
> I already wrote such an algorithm, but it was in my kitchen so not
> ready for a gsl path. It is no more "simplex" but "modified simplex".
>
> In fact my modification was to ensure the validity of the next f(xi) by
> contracting closer to the best vertex in case of non finit value of
> f(xi).
>
> what do you think about this ?
It sounds plausible, maybe there are some papers dealing with this.