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multidimenstional minimization without df.
- From: Toan T Nguyen <toan dot nguyen at physics dot gatech dot edu>
- To: gsl-discuss at sources dot redhat dot com
- Date: Tue, 22 Jan 2008 09:06:13 -0500
- Subject: multidimenstional minimization without df.
Hi,
I'd like to locate the minimum point of a function f(x_i) of n variables
x_i. It's very non trivial to calculate the df/dx_i. Can I use conjugate
gradian method without this df(x_i) information ?
This page in the manual
http://www.gnu.org/software/gsl/manual/html_node/Multimin-Algorithms.html
doesn't list gsl_multimin_fminimizer_conjugate_fr as a type of
minimizer. It has
gsl_multimin_fdfminimizer_conjugate_fr
but no
gsl_multimin_fminimizer_conjugate_fr
Any help would be appreciated.
Thanks,
Toan