> I suspect there is a substantial inefficiency problem with the GSL line- > search implementation (since the BFGS update part is completely > straightforward). I am not any sort of expert in this field though so I > cannot pin down where the problem is occurring, but a superficial google > search reveals a number of complaints about the GSL minimization efficiency.
I don't fully understand the line search code that's called by the multidimensional minimizers, but it looks like it's not using the information from the derivative. I hope I'm wrong about this, though. Meanwhile, you could look into other free optimizers, including the optimization code in the R project (http://www.r-project.org/, which supposedly uses L-BFGS-B as well) or the TAO toolkit (http://www-unix.mcs.anl.gov/tao/). -- mj _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
