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Re: [Help-gsl] Multidimensional Minimization of a nonlinear function.
From: |
Brian Gough |
Subject: |
Re: [Help-gsl] Multidimensional Minimization of a nonlinear function. |
Date: |
Fri, 9 Sep 2005 19:46:25 +0100 |
Eric Germaneau writes:
> I'd like to perform the minimisation of a 6-D nonlinear
> function. By nonlinear I want to say tha there is no analytic
> expression of this function. I've read that the simplex algorithm
> is very efficient for such task. Id like to use gsl to solve this
> problem but it seems that with the 'gsl_multimin.h' library one
> have to provide the espression of the function one wish to
> minimize. So does someone has an idea for solving this problem
> with gsl? If it's not possible what can i do?
GSL uses a "callback" to get values from a C function that you
provide--this is how most minimisation programs work.
--
Brian Gough