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: |
Attached Files
Depends on the following items: None found
Items that depend on this one: None found
Carbon-Copy List
Follows 1 latest change.
Date | Changed by | Updated Field | Previous Value | => | Replaced by |
---|---|---|---|---|---|
2011-03-14 | jussilehtola | Attached File | - | Added quadratic.c, #22922 |
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Corresponding source code
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.