GNU Scientific Library - Bugs: bug #32776, RFE: Add brute-force quadratic...
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bug #32776: RFE: Add brute-force quadratic numerical multidimensional minimizer
Submitter: | Susi Lehtola <jussilehtola> | ||
Submitted: | Mon 14 Mar 2011 12:27:32 PM UTC | ||
Category: | None | Severity: | 3 - Normal |
Operating System: | Status: | None | |
Assigned to: | None | Open/Closed: | Open |
Release: |
Depends on the following items: None found
Items that depend on this one: None found
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Follows 1 latest change.
Date | Changed by | Updated Field | Previous Value | => | Replaced by |
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2011-03-14 | jussilehtola | Attached File | - | ![]() |
Added quadratic.c, #22922 |
Hi,
currently there is no multidimensional minimizer that uses numerical derivatives. In many cases the Nelder and Mead routines aren't good enough and one would like to use brute-force numerics.
Attached is a simple quadratic routine that could be added (suitably cleaned up) to provide this capability.