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RE: High-dimensional Minimization without analytical derivatives
- From: Brian Gough <bjg at network-theory dot co dot uk>
- To: "Anatoliy Belaygorod" <belaygorod at wustl dot edu>
- Cc: <gsl-discuss at sources dot redhat dot com>
- Date: Fri, 3 Sep 2004 16:14:55 +0100
- Subject: RE: High-dimensional Minimization without analytical derivatives
- References: <EB6AEAD6EC432548BCCE3453DCC2818F151986@wub-mail.olin.wustl.edu>
Anatoliy Belaygorod writes:
> But which one is better?
The computational effort always depends on the details of the function
and the suitability of the starting point(s), as well as the algorithm.
In the absence of any theoretical guidance, one has to try numerical
derivatives and the simplex method, and see which is faster.
--
Brian Gough
Network Theory Ltd,
Commercial support for GSL --- http://www.network-theory.co.uk/gsl/