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[Bug-gsl] One dimensional minimum finding
From: |
Ionut Georgescu |
Subject: |
[Bug-gsl] One dimensional minimum finding |
Date: |
Mon, 12 Sep 2005 13:26:17 +0200 |
User-agent: |
Mutt/1.5.10i |
Hello!
The minimization algorithms quit if the original estimation of the
position of the minimum is not so good, that is if
f(a) > f(x) < f(b)
does not hold. I find this too hard a condition because even if the
function is monotone, than it still has a minimum, either f(a) or f(b).
But this is not the real reason. Sometimes it is very difficult to give
a good guess of the minimum, even if we certainly know that there is
one. I tried to improve my guess by running golden_section a few times
before running brent, but it also failed at the above condition, which
is common to all the algorithms.
I would therefore suggest to either remove this condition for algorithms
which are guaranteed to find a minimum, like golden_section, or to
provide a way to circumvent it.
What do you think ?
Thank you,
Ionut
--
***************
* Ionuţ Georgescu
* Max-Planck-Institut für Physik komplexer Systeme
* Noethnitzer Str. 38, D-01187 Dresden
* Phone: +49 (351) 871-2209
* Fax: +49 (351) 871-1999
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