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Re: can BGFS be made to return the approximate hessian?
- From: Brian Gough <bjg at network-theory dot co dot uk>
- To: "Steven Scott" <steve_the_bayesian at yahoo dot com>
- Cc: <gsl-discuss at sources dot redhat dot com>
- Date: Wed, 30 Mar 2005 18:30:01 +0100
- Subject: Re: can BGFS be made to return the approximate hessian?
- References: <7C523EFE34447F4491BDCA187871378E0A33B3@msbmail03.marshall.usc.edu>
Steven Scott writes:
> Is there an alternate interface to BFGS that provides an estimate of the
> Hessian at the mode? If not, that would be a valuable (and seemingly
> easy) extension in a future GSL release.
Unfortunately it doesn't fit into the framework of the other methods.
--
regards
Brian Gough