On Mar 9, 2011, at 3:54 AM, [email protected] wrote:
Furthermore, CppAD works by overloading functions with a different data type, not by code generation.
Ah, that's why it is slow.
For 50 variables in a non-linear problem, gradient-free methods will perhaps never converge.
There are many gradient-free methods that are provably convergent (for sufficiently smooth functions); this is not a general weakness of gradient-free methods.
(The notorious counterexample is Nelder-Mead, but to be fair there have also been historical gradient-based methods that were subsequently found to not converge in certain cases.)
Steven _______________________________________________ NLopt-discuss mailing list [email protected] http://ab-initio.mit.edu/cgi-bin/mailman/listinfo/nlopt-discuss
