From: "Alxneit-Kamber Ivo" <ivo.alxneit@psi.ch>
To: "Toan T Nguyen" <toan.nguyen@physics.gatech.edu>
Cc: <gsl-discuss@sources.redhat.com>
Subject: Re: multidimenstional minimization without df.
Date: Wed, 23 Jan 2008 07:26:00 -0000 [thread overview]
Message-ID: <1201073148.19829.13.camel@pc6411.psi.ch> (raw)
In-Reply-To: <4795F855.6010105@physics.gatech.edu>
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On Tue, 2008-01-22 at 09:06 -0500, Toan T Nguyen wrote:
> 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
hi,
no, the conjugate gradient method needs the derivatives (to calculate
the gradient). thus, there can be no minimizer
gsl_multimin_fminimizer_conjugate_fr (fdf minimizer: you supply f(x) AND
df/dx. f minimuzer: you only supply f(x)). so, either you are able to
supply the derivatives or you will end up with
gsl_multimin_fminimizer_nmsimplex that needs no derivatives.
i often use gsl_multimin_fminimizer_nmsimplex to fit parameters of
rather complex simulations. here the function evaluation takes up to a
few minutes and i do not have access to the derivatives. note, that i
have applied following patch
http://www.network-theory.co.uk/download/gslextras/SimplexImproved/
(otherwise the minimizer most often gets stuck at the starting point)
and i scale the parameters in a way to make their numerical values
similar (i usually divide by their initial values).
--
Dr. Ivo Alxneit
Laboratory for Solar Technology phone: +41 56 310 4092
Paul Scherrer Institute fax: +41 56 310 2688
CH-5232 Villigen http://solar.web.psi.ch
Switzerland gnupg key: 0x515E30C7
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prev parent reply other threads:[~2008-01-23 7:26 UTC|newest]
Thread overview: 2+ messages / expand[flat|nested] mbox.gz Atom feed top
2008-01-22 17:26 Toan T Nguyen
2008-01-23 7:26 ` Alxneit-Kamber Ivo [this message]
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