Hello! The minimization algorithms quit if the original estimation of the position of the minimum is not so good, that is if
f(a) > f(x) < f(b) does not hold. I find this too hard a condition because even if the function is monotone, than it still has a minimum, either f(a) or f(b). But this is not the real reason. Sometimes it is very difficult to give a good guess of the minimum, even if we certainly know that there is one. I tried to improve my guess by running golden_section a few times before running brent, but it also failed at the above condition, which is common to all the algorithms. I would therefore suggest to either remove this condition for algorithms which are guaranteed to find a minimum, like golden_section, or to provide a way to circumvent it. What do you think ? Thank you, Ionut -- *************** * Ionuţ Georgescu * Max-Planck-Institut für Physik komplexer Systeme * Noethnitzer Str. 38, D-01187 Dresden * Phone: +49 (351) 871-2209 * Fax: +49 (351) 871-1999
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