Dear GSL developers,
I have found a problem in multidimensional minimization package of GSL.
The new method gsl_multimin_fminimizer_nmsimplex2
should consume O(N) memory, however the function
gsl_multimin_fminimizer_alloc() tries to allocate a matrix of (N+1,N) size.
In function nmsimplex_alloc() there is a line (file simplex2.c) :
state->x1 = gsl_matrix_alloc (n + 1, n);
As a result of this problem, I'm not able to minimize a function of
about 50000 variables (32 bit system)
With best regards,
Roman Parys
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