help-octave
[Top][All Lists]
Advanced

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

What is the best approach - 'sqp' or 'fsolve' ?


From: Guido Walter Pettinari
Subject: What is the best approach - 'sqp' or 'fsolve' ?
Date: Thu, 28 Jan 2010 11:27:39 +0000

Hello world!

I want to minimise the function f ( x ) with respect to the parameters 
contained in "x".
I was wondering which of the following approach is better/faster/more accurate:

1) use the "sqp" optimisation routine, providing gradient + Hessian of f(x);

2) use the "fsolve" routine to solve the system:
gradient(f) = 0,
providing the Jacobian.

Thank you for your attention.

Cheers,

Guido


reply via email to

[Prev in Thread] Current Thread [Next in Thread]