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[Help-gsl] Making a multidimensional minimizer throw a GSL_ERROR?

From: ddneilson
Subject: [Help-gsl] Making a multidimensional minimizer throw a GSL_ERROR?
Date: Wed, 20 Feb 2008 10:27:19 -0600
User-agent: Thunderbird (X11/20071115)

Hello there,
I'm currently working on a smallish little project wherein I'm using GSL's multidimensional minimization routines to find a local minima of a function. The problem is that the evaluations of this function involve finding the inverse of a positive semi-definite matrix via Cholesky decomposition. That in itself isn't a big problem but, some parameter values to the function cause the matrix to become ill-conditioned; resulting in the Cholesky decomp throwing an error.

What I would like to do in these cases is bail out of the minimizer since the only time this should happen is when the function doesn't have a lower bound (I won't know there isn't a lower bound until I encounter this problem). However, I can't seem to find a way to tell the multimin functions to stop from within a call to the supplied f(), df() or fdf() functions. Is this possible, or am I stuck with some sort of thread-unsafe setjmp/longjmp hack to get out of this?

Thanks for your time,

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