Hi Paul,
As I'm sure you've read them, optim
<https://help.scilab.org/docs/6.0.0/en_US/optim.html>, neldermead
<https://help.scilab.org/docs/6.0.0/en_US/neldermead.html> &
numderivative
<https://help.scilab.org/docs/6.0.0/en_US/numderivative.html> help pages
provide you with all the flags you can customize.
After that, it's all in the functions that you provide to compute the
cost & its derivative.
Best regards,
Paul
On 01/23/2017 09:41 AM, [email protected] wrote:
Hi All
I’m using ‘optim’ and ‘NelderMead’ in conjunction with my finite
element solver.
A “good” optimization is a balance between accuracy and cpu time … in
other word I do not necessary need to be accurate at 1e-11 but
requiring a lot of iterations where 1e-3 is enough with a lower amount
of loops.
In my understanding:
1. With ‘optim’, I can modifiy
* The step value h in numderivative (put at 1e-3 after previous
tests on analytical functions tests)
* The values of epsf (default value) and epsg (tested at 1e-3 and 1e-5)
1. With “Neldermead”, I can change:
* Tolfunrelative (tested at default value for the moment)
* Tolxrelative (tested at default value for the moment)
Am I right or is there another 'flags' I can play with?
/NB/: so far, Nelder-Mead requires less iterations than ‘optim’ with a
single variable … I’m wondering how can I improve optim use that is
supposed to converge faster?
Thanks
Paul
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Paul BIGNIER
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