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bfgsmin iterations


From: Levente Torok
Subject: bfgsmin iterations
Date: Wed, 13 May 2009 10:27:32 +0200
User-agent: KMail/1.11.2 (Linux/2.6.27-11-generic; KDE/4.2.2; i686; ; )

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

Attachment: bfgsmin.png
Description: PNG image


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