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[Help-gsl] Multidimensional Minimisation
From: |
Alexandros Beskos |
Subject: |
[Help-gsl] Multidimensional Minimisation |
Date: |
Sun, 24 Oct 2004 18:34:41 +0100 |
User-agent: |
Mozilla/5.0 (X11; U; Linux i686; en-US; rv:1.2.1) Gecko/20030225 |
I try to use the multidimensional minimisation algorithms
and I am conserned about the parameters they use.
So the algorithms that use the gradient for the target function, say f,
use (among others) the command:
int gsl_multimin_fdfminimizer_set (gsl_multimin_fdfminimizer * s,
gsl_multimin_function_fdf *fdf, const gsl_vector * x, double step_size,
double tol)
What these algorithms do is to pick up a certain one-dimensional
direction after considering the value, or the gradient of f at the
current estimate of the minimum and then apply one of the available
one-dimensional techniques. Now, the command I have written above is
supposed to provide the parameters "tol" and "step size" for the
directional one-dimensional minimisation. What I cannot understand is
the meaning of the parameter "step_size". The one-dimensional methods
are supposed to somehow bracket the minimum in an interval and in theory
require as parameters the boundaries of such an interval. In a more
advanced level there is also an algorithm that generates such an
interval given two points. Is this what the "step_size" is doing ?
Provide the second point for the initiation of the above interval
identification algorithm ??
- [Help-gsl] Multidimensional Minimisation,
Alexandros Beskos <=