Alan W. Irwin writes: > For now, though, it is already good enough to solve the non-trivial > Rosenbrock case in a much more efficient manner than the equivalent GSL > routine due to the good quality of the Fletcher line search algorithm. > Finally, I will be happy to consult with anybody who does the equivalent GSL > C code as I gain experience with robustness tweaks of the Fletcher > line-search algorithm which may be required when substantial significance > loss is present.
Thanks for the code! The improved algorithm is well worth adding. If Douglas McKee is interested it should be possible to do it as a drop-in extension so that old and new algorithms can be compared side by side at runtime: http://www.gnu.org/software/gsl/#extensions I've ordered a copy of Fletcher's book and will take another look at this when it arrives. -- Brian Gough Network Theory Ltd, Publishing the GSL Manual - http://www.network-theory.co.uk/gsl/manual/ _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
