At Fri, 08 Oct 2010 12:07:18 -0500, Johan Hattne wrote: > 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?
It looks like the minimum of a quadratic given f(x0), f'(x0) and f(x0+u). -- Brian Gough _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
