* RE: Multi dimension minimization
2001-12-19 13:20 ` J.J. Gomez Cadenas
@ 2001-12-19 13:20 ` Brian Gough
0 siblings, 0 replies; 4+ messages in thread
From: Brian Gough @ 2001-12-19 13:20 UTC (permalink / raw)
To: J.J. Gomez Cadenas; +Cc: Emmanuel Chomarat, gsl-discuss
J.J. Gomez Cadenas writes:
> Hi,
> Multidimensional minimization whithout derivates = Simplex algorithm. In
> fact I use the simplex often even if I know the derivatives of the function.
>
> It's a very simple algorithm. You can find the code in NR. I have my own
> implementatin in C++ in case you want it.
>
> As a matter of fact if it is not included in the GSL I would volunteer to
> contribute with the code (I can write easily a C version)
Yes, that would be useful if you can plug it into the existing
frameworks for minimization/fitting.
^ permalink raw reply [flat|nested] 4+ messages in thread
* RE: Multi dimension minimization
2001-12-19 13:20 Multi dimension minimization Emmanuel Chomarat
2001-12-19 13:20 ` Brian Gough
@ 2001-12-19 13:20 ` J.J. Gomez Cadenas
2001-12-19 13:20 ` Brian Gough
1 sibling, 1 reply; 4+ messages in thread
From: J.J. Gomez Cadenas @ 2001-12-19 13:20 UTC (permalink / raw)
To: Emmanuel Chomarat, gsl-discuss
Hi,
Multidimensional minimization whithout derivates = Simplex algorithm. In
fact I use the simplex often even if I know the derivatives of the function.
It's a very simple algorithm. You can find the code in NR. I have my own
implementatin in C++ in case you want it.
As a matter of fact if it is not included in the GSL I would volunteer to
contribute with the code (I can write easily a C version)
jj
-----Mensaje original-----
De: gsl-discuss-owner@sources.redhat.com
[ mailto:gsl-discuss-owner@sources.redhat.com]En nombre de Emmanuel
Chomarat
Enviado el: martes, 21 de agosto de 2001 0:18
Para: gsl-discuss@sources.redhat.com
Asunto: Multi dimension minimization
Hello,
I try to make an app that find the max of the (log)likelihood of data
that
( a sum of 75000terms = 5parameters*15000datas). I
can't(don't) want to use the derivates, how can i do? Does anyone
have
something to do it in a box? Does anyone heard about something in
other
numerical lib( numerical recipes have but i'm not sure to be able to use
it,
if someone have an sample).
Thx for your help.
Furthermore, i wrote some mails about how to compile on win32 under
borland
env. I think i succeeded ( i will write a little mail with the procedure)
and
i have to test the libs, does anyone have a prog that make a lot of
usage of
GSL funcs.
--
Emmanuel mail:Emmanuel.Chomarat@bigfoot.com
^ permalink raw reply [flat|nested] 4+ messages in thread
* Multi dimension minimization
@ 2001-12-19 13:20 Emmanuel Chomarat
2001-12-19 13:20 ` Brian Gough
2001-12-19 13:20 ` J.J. Gomez Cadenas
0 siblings, 2 replies; 4+ messages in thread
From: Emmanuel Chomarat @ 2001-12-19 13:20 UTC (permalink / raw)
To: gsl-discuss
Hello,
I try to make an app that find the max of the (log)likelihood of data that
( a sum of 75000terms = 5parameters*15000datas). I
can't(don't) want to use the derivates, how can i do? Does anyone have
something to do it in a box? Does anyone heard about something in other
numerical lib( numerical recipes have but i'm not sure to be able to use it,
if someone have an sample).
Thx for your help.
Furthermore, i wrote some mails about how to compile on win32 under borland
env. I think i succeeded ( i will write a little mail with the procedure) and
i have to test the libs, does anyone have a prog that make a lot of usage of
GSL funcs.
--
Emmanuel mail:Emmanuel.Chomarat@bigfoot.com
^ permalink raw reply [flat|nested] 4+ messages in thread
* Re: Multi dimension minimization
2001-12-19 13:20 Multi dimension minimization Emmanuel Chomarat
@ 2001-12-19 13:20 ` Brian Gough
2001-12-19 13:20 ` J.J. Gomez Cadenas
1 sibling, 0 replies; 4+ messages in thread
From: Brian Gough @ 2001-12-19 13:20 UTC (permalink / raw)
To: Emmanuel Chomarat; +Cc: gsl-discuss
Emmanuel Chomarat writes:
>
> Hello, I try to make an app that find the max of the
> (log)likelihood of data that ( a sum of 75000terms =
> 5parameters*15000datas). I can't(don't) want to use the
> derivates, how can i do? Does anyone have something to do it in a
> box? Does anyone heard about something in other numerical lib(
> numerical recipes have but i'm not sure to be able to use it, if
> someone have an sample). Thx for your help.
The existing routines in GSL all use derivatives. There is an
interface for minimization and fitting without derivatives but there
are no actual implementations yet.
> Furthermore, i wrote some mails about how to compile on win32
> under borland env. I think i succeeded ( i will write a little
> mail with the procedure) and i have to test the libs, does anyone
> have a prog that make a lot of usage of GSL funcs.
The test programs can be compiled outside the build tree.
^ permalink raw reply [flat|nested] 4+ messages in thread
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2001-12-19 13:20 Multi dimension minimization Emmanuel Chomarat
2001-12-19 13:20 ` Brian Gough
2001-12-19 13:20 ` J.J. Gomez Cadenas
2001-12-19 13:20 ` Brian Gough
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