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Re: [Help-gsl] Minimization problem : function not continuous


From: Brian Gough
Subject: Re: [Help-gsl] Minimization problem : function not continuous
Date: Fri, 9 Sep 2005 19:39:54 +0100

Till Isambert writes:
 > i'm tryuing to minimize a function of one scalar variable  which returns 
 > a scalar. I'm doing this with "gsl_min_fminimizer_minimum" .. but it 
 > doesn't work because GSL says "function not continuous" :(
 > 
 > Does anyone knows if ther's a function which can handle discontinuties 
 > or something ? I've wrote the similar program in matlab and it works, 
 > even if the functions has dicsontinuities (i use fminbnd if you know 
 > Matlab) ....

Your function is actually returning Infinity or NaN.  

The error message is a bit misleading, since it's the singularity that
is the problem rather than discontinuity (I will correct that in the
next release).

-- 
Brian Gough

Network Theory Ltd,
Publishing Free Software Manuals --- http://www.network-theory.co.uk/




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