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[Bug-gsl] Possible bug (or room for improvement) in gsl_mmin_simp2

From: Andrew W. Steiner
Subject: [Bug-gsl] Possible bug (or room for improvement) in gsl_mmin_simp2
Date: Mon, 27 Jul 2009 09:22:46 -0400

Hello all,

     I've been finding that the new simplex algorithm seems to fail
to converge much more frequently than the old one. It took me
awhile to generate a sufficiently portable case which demonstrates
this, but attached is a program which shows that the simplex
minimizer succeeds, but the simplex2 minimizer stalls and gets
stuck (the true minimum is at (1,0,0)).

    Unfortunately I haven't yet figured out why it's stalling, but
in the meantime I thought I'd post this code and see if anyone
else has been having similar difficulties. It's a bit of an unusual
function, but it's continuous everywhere and all of the other
minimizers I try happily succeed without complaint.

Take care,
( http://o2scl.sourceforge.net )

Attachment: conv.c
Description: Text Data

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