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Re: [Help-gsl] Comments/questions about BFGS algorithm implemented for t


From: Alan W. Irwin
Subject: Re: [Help-gsl] Comments/questions about BFGS algorithm implemented for the GSL
Date: Thu, 08 Feb 2007 14:19:48 -0800 (PST)

On 2007-02-08 20:20-0000 Brian Gough wrote:

Hello,

Just to let you know, I have added an implementation of the Fletcher
BFGS algorithm to the GSL CVS repository at
http://sourceware.org/gsl/devel.html - it gets the number of function
and gradient evaluations on the test problem down to (60,44) compared
with (56,50) in his book.  Thanks for the information on that.


Hi Brian,

Thanks for closing this matter.  I think your users will benefit a lot
from this much more efficient line search approach.

Alan
__________________________
Alan W. Irwin

Astronomical research affiliation with Department of Physics and Astronomy,
University of Victoria (astrowww.phys.uvic.ca).

Programming affiliations with the FreeEOS equation-of-state implementation
for stellar interiors (freeeos.sf.net); PLplot scientific plotting software
package (plplot.org); the Yorick front-end to PLplot (yplot.sf.net); the
Loads of Linux Links project (loll.sf.net); and the Linux Brochure Project
(lbproject.sf.net).
__________________________

Linux-powered Science
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