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Re: multidimensional optimization
I like the fact that there are no allocs inside the main loop.
Fabrice Rossi writes:
> With this approach, I plan to simplify the main loop in order to obtain
> something like that:
> gsl_multimin_fdf_minimizer *s=gsl_multimin_fdf_minimizer_alloc(parameters);
> do {
> status = gsl_multimin_fdf_minimizer_next_direction(s);
> /* react on status */
> status = gsl_multimin_fdf_minimizer_bracket(s);
> /* react on status */
> do {
> status = gsl_multimin_fdf_minimizer_iterate_1d(s);
> /* react on status */
> } while (stopping criterion for the 1d algorithm);
> status = gsl_multimin_fdf_minimizer_step(s);
> /* react on status */
> } while (stopping criterion for the multidim algo);
>
> With this approach, you still have full control over the internal line search,
> but with a simplified interface. Drawbacks:
> - the fdf structure is going to be even more bloated that it is currently
> - changing the line search algorithm will not be as easy as it is currently
> - same thing for bracketing