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[Help-gsl] Using gsl_min_find_bracket

From: Mathias Tausen
Subject: [Help-gsl] Using gsl_min_find_bracket
Date: Mon, 06 Apr 2015 18:53:15 +0200


I'm trying to use the minimization algorithms in the latest build
(1.16), and have been struggling with the gsl_min_find_bracket()

I'm supplying a random point x_lower close to a minimum and another at
x_lower+some small value. This works quite well whenever x_lower is on
the left-hand side of the minimum I'm trying to bracket (that is, the
true x_min is > x_lower) but fails whenever x_lower is on the right-hand
side of the minimum (true x_min < x_lower).

It seems that if the first condition of gsl_min_find_bracket() (line 54
of min/bracketing.c) evaluates to true, a new point x_center is found
between x_left and x_right. This followed by f_center being >= f_left
leaves x_left untouched in the loop and moves x_center and x_right
closer and closer to x_left until the distance between x_left and
x_right is small enough to break the loop and return with a GSL_FAILURE.

Perhaps I'm using the function wrong or misunderstood something, or
perhaps something is wrong with the function - please advise.

Thanks in advance!

Kind regards,
-Mathias Tausen.

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