[Octave-patch-tracker] [patch #8047] New function for odepkg

[Olaf Till]

Follow-up Comment #4, patch #8047 (project octave):

On Tue, May 14, 2013 at 08:25:56AM +0200, c. wrote:
> <snip>
> Yes it is meant for problems with large, sparse jacobians
> <snip>
> indeed it is a zero-finder but many ptimization functions could made
> to optionally use it when dealing with large problems.

Principally yes, but this probably has some issues:

- It would be an algorithm without constraints (but this could be
  o.k. due to its specialization).

- The user could not, as usual, specify a Hessian function of the
  parameters directly, but would have to do it indirectly for
  this algorithm by specifying a jacobian (for inexact_newton)
  of the gradient function (of the outer algorithm).

- A user-specified (in which way whatever) Hessian would not
  necessarily be positive definite. This can spoil the outer
  algorithm which uses inexact_newton.

- A user-specified Hessian isn't even necessarily non-singular.
  I'm not sure that inexact_newton would cope with that.

> <snip>
> so you suggest adding inexact_newton both in odepkg and optim?  I
> think it could be done if we make it private in odepkg to avoid
> conflicts ...

Yes, something like that. I don't suggest it, but it would be a way if you
value independence. Which Sebastian seems to do. I think this way would also
be compatible with his suggestion to make inexact_newton rather a configurable
sub-algorithm of an existing solver.

Anyway I think it could be good if this function were also in 'optim'.

Olaf


    _______________________________________________________

Reply to this item at:

  <http://savannah.gnu.org/patch/?8047>

_______________________________________________
  Message sent via/by Savannah
  http://savannah.gnu.org/