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[Help-gsl] gsl_multimin_fminimizer_nmsimplex2

From: Graeme Paterson
Subject: [Help-gsl] gsl_multimin_fminimizer_nmsimplex2
Date: Fri, 14 Jun 2013 09:36:34 -0600
User-agent: Mozilla/5.0 (Windows NT 5.1; rv:17.0) Gecko/20130509 Thunderbird/17.0.6

I'm trying to minimize a function that sometimes has a minimum that's constant over some extended 'area' The minimizers nmsimplex and nmsimplex2 bounce around and never exit ( until the iteration limit ).

To reproduce change the return statement in in the example function my_f in the manual to:

double rv = 10.0 * (x - dp[0]) * (x - dp[0]) + 20.0 * (y - dp[1]) * (y - dp[1]) + 30.0;
    if( rv < 31 ) return 31.0; else return rv;

 or even simpler, just
    return 31;

I tried it with gsl 1.15 in linux ( and 1.8 and 1.14 in windows )

gcc -Wall -c -DHAVE_INLINE mm.c
gcc mm.o -lgsl -lgslcblas

~/gsl/mm$ gcc --version
gcc (Ubuntu/Linaro 4.6.3-1ubuntu5) 4.6.3

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