> I was just thinking about improving current implementation of minimization,
> and came up to conclusion that Simplex Minimization would be of great use for
> us (aside of Steepest Descent and Conjungate Gradient). I found small library
> released under GPL (unfortunatelly 3, so that's an issue as far as I know)
> http://blog.bolner.hu/2012/08/22/simplex/. Maybe other are available, but I'm
> not a C coder.
It would be great to have a number of different optimizers. At one point, I
think there was an effort to write up a BFGS minimizer, which is one of the
best-proven techniques in chemistry. (More precisely, I think it was L-BFGS.)
IIRC, simplex is most useful when gradients are not available, correct? It
might be worthwhile to implement SPSA for those cases though:
http://www.jhuapl.edu/spsa/
-Geoff
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