Dear all; While comparing two different implementations of a multidimensional optimiser I noticed the backtracking algorithm implemented in intermediate_point() in GSL's multimin/directional_minimize.c. It's not obvious to me why the step size is decreased the way it is, i.e.
step <- 0.5 * step * u / (df + u) where u is the length of the step along the line on which a minimum is sought, and df = f(x0 + u) - f(x0). Could anyone enlighten me as to what's the rationale behind this? // Best wishes; Johan _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
