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Re: bfgsmin iterations
From: |
Michael Creel |
Subject: |
Re: bfgsmin iterations |
Date: |
Wed, 13 May 2009 10:50:41 +0200 |
Hi Levente,
I agree that it seems to be doing some unnecessary calls. One
possibility is that the duplicate calls occur when there is a switch
in the step size algorithm from Newton to bisection. You might want
to run this with maximum verbosity to see what's going on. If I find
some time I'll try to look at this, but it might take me a while to
get to. I think that a little review by a C++ literate person might
greatly benefit __bfgsmin.cc. I'm strictly an amateur, and
__bfgsmin.cc was the code I learned with.
Regards, Michael
On Wed, May 13, 2009 at 10:27 AM, Levente Torok <address@hidden> wrote:
> Dear Michael Creel,
>
> I used your bfgsmin implementation and I found that it evaluates the
> objective function unnessessarily many times.
> I have recorded the points at which my function was evaluated
>
> Please find the enclosed png file. x axis - iteration, y - value of my 1
> dimensional obj.func parameter.
> And this is the array in which I recorded the location of the evaluations
> z=[
> 3.00000000000000e+02
> 6.00000000000000e+02
> 1.00000000000000e-01
> 4.50000000000000e+02
> 4.50000000000000e+02
> 1.50000000000000e+02
> 1.00000000000000e-01
> 1.00000000000000e-01
> 2.25000000000000e+02
> ...
>
> As I see it usually calles the obj.func two times with exactly the same
> argument.
> I'd like to know it if is normal and if so, isn't there an easy way of doing
> a caching
> instead of double calling.
>
> Levente
>
> --
> Blogger of http://fapuma.blogspot.com
>
>