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Re: [Help-gsl] questions about gsl_multimin_f*_minimizers (efficiency, d


From: Alan Aspuru-Guzik
Subject: Re: [Help-gsl] questions about gsl_multimin_f*_minimizers (efficiency, drawbacks)
Date: Sun, 09 Nov 2003 10:22:39 -0800

Dear Marc,

I found a similar situation. I have to minimize a very expensive
functional as well (>99% CPU). The ideal thing to do would be to
contribute better minimization algorithms to the GSL codebase. Because I
have no time to do so, I looked for other alternatives.

I found a very good optimization code that is very similar in spirit to
GSL:
http://csmr.ca.sandia.gov/opt++/

It took me like an hour to fix my C program's header files and write
function wrappers for use in OPT++. Maybe you should explore this
avenue.

Alan


On Sat, 2003-11-08 at 02:40, Marc Baaden wrote:

>   Are there other minimization methods (or workarounds) better adapted for
>   this case ?
> 
> Thanks in advance,
>   Marc Baaden
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Alán Aspuru-Guzik                        [http://alan.aspuru.com] 





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