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Multidimensional minimization with V-shaped minimum
From: |
Stephan Lorenzen |
Subject: |
Multidimensional minimization with V-shaped minimum |
Date: |
Fri, 5 Feb 2021 15:49:12 +0100 |
User-agent: |
Mozilla/5.0 (X11; Linux x86_64; rv:78.0) Gecko/20100101 Thunderbird/78.6.0 |
Dear list,
I try to minimize a function which has a "peak minimum", meaning it is
V-shaped with discontinuous first derivative at the minimum. So, the
first derivative never comes close to zero. During the minimization I
see that functions f and df are called with minimal values; however the
minimization cancels after the first iteration giving me GSL_ENOPROG
(iteration is not making progress towards solution). What is bad:The
values in gsl_multimin_fdfminimizer_x(m) are NOT those giving the
minimum, but the starting values!
How can I get the parameters of the minimum (lowest point traversed
during iterations) if gsl_multimin_fdfminimizer_x(m) gives wrong values?
Thanks,
Stephan
--
Dr. Stephan Lorenzen
Mühlenredder 35
21493 Schwarzenbek
Tel.: 0177 872 8817
- Multidimensional minimization with V-shaped minimum,
Stephan Lorenzen <=