Hello John, Thanks for the reply and feedback. I am studying about it. My target is to use a optimization engine. I am in a ocean now (where I never wanted to be :( ). Let us see how it will go.....
Regards, Sumit On Tue, Nov 15, 2011 at 1:52 PM, John Pye <john....@anu.edu.au> wrote: > Sumit > > I am by no means an authority on optimisation algorithms, however from > the programming perspective, I do know the following: you need to know > if your blackbox problem is: > > * constrained or not (are the extra equations limiting the feasible > sets of input parameters) > * allowable range of input parameters > * domain over which your parameters must be set (integers, real, bool > -- or a mixture) > * is your objective function smooth or piecewise smooth. > * is your objective function concave or convex, or can't say > * can your blackbox function provide you with derivatives and second > derivatives of your object function (and constraints, if applicable) > with respect to the different input parameters. > * probably lots of other consideration too. > > I suggest that you might be dipping your toe into the ocean of > optimisation, perhaps in order to solve a problem that you have, but > that without learning a bit more about the difficulties and challenges > of this are, your approach to solving your high-level problem will be > flawed. > > Cheers > JP > > > On 15/11/11 23:11, Sumit Adhikari wrote: > > Dear All, > > > > I have a black-box (whose function is not known). I want to optimize > > (minimize) the parameters (say {p}) which are input to the black-box. > > > > What could be the best method to use ? > > > > Please note : that the selection of algorithm should be generic as the > > implementation of the black box can be anything. > > > > Regards, > > > > _______________________________________________ > Help-gsl mailing list > Help-gsl@gnu.org > https://lists.gnu.org/mailman/listinfo/help-gsl > -- Sumit Adhikari, Institute of Computer Technology, Faculty of Electrical Engineering, Vienna University of Technology, Gußhausstraße 27-29,1040 Vienna _______________________________________________ Help-gsl mailing list Help-gsl@gnu.org https://lists.gnu.org/mailman/listinfo/help-gsl