From: Brian Gough <bjg@gnu.org>
To: Tuomo Keskitalo <Tuomo.Keskitalo@iki.fi>
Cc: GSL Discuss Mailing List <gsl-discuss@sourceware.org>
Subject: Re: nmsimplex2
Date: Fri, 07 Aug 2009 09:18:00 -0000 [thread overview]
Message-ID: <m34osk3rty.wl%bjg@network-theory.co.uk> (raw)
In-Reply-To: <4A7AE175.8050807@iki.fi>
At Thu, 06 Aug 2009 16:58:13 +0300,
Tuomo Keskitalo wrote:
> a faster simplex mininimser gsl_multimin_fminimizer_nmsimplex2 (which is
> O(N) instead of O(N^2), according to NEWS) was added to GSL-1.12. Is
> there any reference or more information about this algorithm (besides
> the source code)?
It's the same algorithm but the implementation removes some
unnecessary computation. The centre and size are updated from the
change in the selected vertex rather than recomputed from scratch.
Otherwise, the results should be identical.
There was a bug that was fixed a few days which did cause some
differences, but I think it should be ok now.
--
Brian Gough
next prev parent reply other threads:[~2009-08-07 9:18 UTC|newest]
Thread overview: 4+ messages / expand[flat|nested] mbox.gz Atom feed top
2009-08-06 13:58 nmsimplex2 Tuomo Keskitalo
2009-08-07 9:18 ` Brian Gough [this message]
2009-08-07 13:42 ` nmsimplex2 Tuomo Keskitalo
2009-08-13 18:38 ` nmsimplex2 Brian Gough
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