Y3YPnATOP writes: > 1) While I'm reading the code of BFGS I've found that implementation of BFGS > method not satisfied to the theory. For example, I haven't found the Hessian > matrix.
Hello, The algorithm is Vector-BFGS. The hessian is not computed explicitly. > 2) Why precision and step is constants, not vectors? My function is very > complex and step should be like (10^-3, 10^-12)!! Unfortunately that's all we have. You can copy the file multimin/vector_bfgs.c into your application and change the names of the functions if you want to modify the way it works, e.g. to scale the step size differently. -- regards, Brian Gough Network Theory Ltd, Publishing Free Software Manuals --- http://www.network-theory.co.uk/ _______________________________________________ Bug-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/bug-gsl
