Ionut Georgescu writes: > 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).
Hello, The algorithms find a local minimum (i.e. f'(x)=0 f''(x)>0 or similar) as opposed to a lowest value. Hence the above condition is required. > 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. Unfortunately this is how the algorithm works. If your initial bracket isn't valid, try generating a new point in the appropriate direction and discarding the opposite one until it is. -- regards Brian Gough Network Theory Ltd, Publishing Free Software Manuals --- http://www.network-theory.co.uk/ _______________________________________________ Bug-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/bug-gsl
