On Sun, Mar 21, 2010 at 6:42 PM, Søren Hauberg <[email protected]> wrote:
>
> One problem with the current approach is that you currently can't use
> function handles with 'bfgs'. In some situations they are more simply to
> use than strings.
>
> I don't think you'll see any noticeable difference in terms of speed. I
> actually think you would be able to re-implement the entire function as
> an m-file without seeing much loss of speed, as usually most of the
> computation time is spend in the function being optimised rather than in
> the function doing the optimisation.
>
>
Well, fminunc in Octave is pretty much a perfect substitute for the
functionality of bfgsmin. It works with function handles, and is an .m file
implementation. The advantage of bfgsmin is that it is faster. It is true
that for expensive objective functions, the difference won't be important.
However, if you are doing a lot of minimizations of cheap functions, then
the difference is around 2X. Given that fminunc is available, and seeing the
complexity of the suggestions for making __bfgsmin support function handles
(other messages in this thread), I think that leaving it as is should be ok,
at least for now. If more simple means for supporting handles in .oct file
become available, maybe the change would be worth it.
Cheers, M.
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