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Re: bfgsmin


From: Michael Creel
Subject: Re: bfgsmin
Date: Tue, 17 Mar 2009 03:38:37 -0700 (PDT)



Michael Creel wrote:
> 
> 
> I have run the code again several times, and it alway works for me 
> running Octave 3.0.3 on 64 bit Kubuntu 8.10. However, I just tried it on
> PelicanHPC 64 bit version (essentially, Debian Lenny, with Octave 3.0.1)
> and it crashes, even though __bfgsmin is identical on both machines. Sooo,
> something is going on here.  
> 
> The gradient at the initial parameter values has elements that differ by 3
> orders of magnitude. That is never a good thing for a gradient-based
> minimizer. Nevertheless, it should not cause a crash, just a failure to
> converge at worst. I'll look into it. I'm not much of a C++ programmer,
> though, so if any experts would like to look at __bfgsmin.cc, help is
> welcome.
> 
> Michael
> 
> 


Oops (well, actually, good), the problem on PelicanHPC does not exist. Your
code runs fine on PelicanHPC (Debian Lenny) using the latest __bfgsmin.cc,
as well as on Kubuntu 8.10, Perhaps __bfgsmin does not work properly with
Octave 3.1.x. I will not have time to look into that possibility for the
foreseeable future. If you are running Octave on Windows, I suggest trying
it on Linux.
Michael

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