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[Help-gsl] gsl_multimin_fminimizer_nmsimplex2
From: |
Graeme Paterson |
Subject: |
[Help-gsl] gsl_multimin_fminimizer_nmsimplex2 |
Date: |
Fri, 14 Jun 2013 09:36:34 -0600 |
User-agent: |
Mozilla/5.0 (Windows NT 5.1; rv:17.0) Gecko/20130509 Thunderbird/17.0.6 |
I'm trying to minimize a function that sometimes has a minimum that's
constant over some extended 'area'
The minimizers nmsimplex and nmsimplex2 bounce around and never exit (
until the iteration limit ).
To reproduce change the return statement in in the example function my_f
in the manual to:
double rv = 10.0 * (x - dp[0]) * (x - dp[0]) + 20.0 * (y - dp[1]) *
(y - dp[1]) + 30.0;
if( rv < 31 ) return 31.0; else return rv;
or even simpler, just
return 31;
I tried it with gsl 1.15 in linux ( and 1.8 and 1.14 in windows )
gcc -Wall -c -DHAVE_INLINE mm.c
gcc mm.o -lgsl -lgslcblas
~/gsl/mm$ gcc --version
gcc (Ubuntu/Linaro 4.6.3-1ubuntu5) 4.6.3
- [Help-gsl] gsl_multimin_fminimizer_nmsimplex2,
Graeme Paterson <=