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What is the best approach - 'sqp' or 'fsolve' ?
From: |
Guido Walter Pettinari |
Subject: |
What is the best approach - 'sqp' or 'fsolve' ? |
Date: |
Thu, 28 Jan 2010 11:27:39 +0000 |
Hello world!
I want to minimise the function f ( x ) with respect to the parameters
contained in "x".
I was wondering which of the following approach is better/faster/more accurate:
1) use the "sqp" optimisation routine, providing gradient + Hessian of f(x);
2) use the "fsolve" routine to solve the system:
gradient(f) = 0,
providing the Jacobian.
Thank you for your attention.
Cheers,
Guido
- What is the best approach - 'sqp' or 'fsolve' ?,
Guido Walter Pettinari <=