The current solver works with 600 variables (it takes about two hours) but I am planning to solve 5-10 times more and I am not sure it will be feasible.
Frédéric Parrenin 2013/2/4 Frédéric Parrenin <parre...@ujf-grenoble.fr> > I am playing with about 600 variables. > > Frédéric Parrenin > > > > 2013/2/4 Morten Welinder <mort...@gnome.org> > >> > I also noticed that the newton iterations converge a lot more quickly >> than >> > the Rosenbrock iterations, at least in some circumstances. >> > Would it be possible to make an option for the algorithm which is >> chosen? >> >> That's not really feasible interface-wise: the current solver bounces >> back and forth between the Rosenbrock steps and Newton steps. >> >> Note that when Newton iteration is attempted basically for as long >> as it improves the situation. In other words, there would be no way >> of continuing if you were just using just Newton iteration. >> >> How many variables are you playing with? We're recomputing the >> NxN Hessian for every Newton step. that might be expensive with >> lots of variables. >> >> M. >> > >
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