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[Bug-gsl] BFGS
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From: |
Y3YPnATOP |
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Subject: |
[Bug-gsl] BFGS |
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Date: |
Thu, 15 Sep 2005 16:48:29 +0400 (MSD) |
Hi! I'm using multidimension minimization.
1) While I'm reading the code of BFGS I've found that implementation of BFGS
method not satisfied to the theory. For example, I haven't found the Hessian
matrix.
2) Why precision and step is constants, not vectors? My function is very
complex and step should be like (10^-3, 10^-12)!!
I'm sorry 4 my english$)
Thanks for any help..
- [Bug-gsl] BFGS,
Y3YPnATOP <=