Hope someone can help this "newbie" to gsl.
I have a minimization problem but I cannot conceive of a way to come up with a gradient. Hence I am using gsl_multimin_fminimizer_nmsimplex. There are 5 variables in the range -1.0 - 72.0 with a desired step size of 0.01. Since I do have constraints (-1.0 .. 72.0) , in my cost function, I return GSL_NAN when the constraints are violated by the independent variables. I am not sure if this is the proper way to implement the constraints. The results so far are unsatisfactory. Couple of questions: - What is the proper way to implement the constraints? - I was hoping to use nmsimplex2 but does not appear to be in my gsl library. (My problem is of size 5 and performance is somewhat critical). - Similarly how about nmsimplex2rand If there are other suggestions, I would welcome them as well. Cheers, srini _______________________________________________ Help-gsl mailing list [email protected] https://lists.gnu.org/mailman/listinfo/help-gsl
