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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