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Re: fzero initial bracketing [WAS: bug #31070]


From: c.
Subject: Re: fzero initial bracketing [WAS: bug #31070]
Date: Tue, 21 Sep 2010 14:51:00 +0200


On 21 Sep 2010, at 13:58, Jaroslav Hajek wrote:

Yes, but what attempts? My example algorithm will find the bracketing
almost always (despite the finite precision), and a simple
modification can make it always find the bracketing if it exists. It
may be impractical nevertheless.

whether the algorithm is 'practical' or not depends on how far you push it, what I am trying to propose is something extremely simple which would still
have some probability to succeed.
I assume the user is giving his interpretation of the concepts 'far' and 'very close' by specifying the algorithm options and I would like to use those to avoid looking
for the bracketing too close or too far away from the initial guess.

Maybe the approaches I have been suggesting do not do this very well, but if you are not opposed to the idea of
improving fzero's heuristics alltogether I might keep trying.

I think a much better (and truly practical) algorithm would not just
try a number of trial steps, but make use of the function value
information gathered in the process to attempt to construct "smart"
trials.

that makes sense, but I'd say the resulting function would be a completely
different algorithm than the current fzero.
c.


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