I am playing with about 600 variables. Frédéric Parrenin
2013/2/4 Morten Welinder <mort...@gnome.org> > > I also noticed that the newton iterations converge a lot more quickly > than > > the Rosenbrock iterations, at least in some circumstances. > > Would it be possible to make an option for the algorithm which is chosen? > > That's not really feasible interface-wise: the current solver bounces > back and forth between the Rosenbrock steps and Newton steps. > > Note that when Newton iteration is attempted basically for as long > as it improves the situation. In other words, there would be no way > of continuing if you were just using just Newton iteration. > > How many variables are you playing with? We're recomputing the > NxN Hessian for every Newton step. that might be expensive with > lots of variables. > > M. >
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