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## Re: [Help-gsl] BFGS optmizer, how to use ?

**From**: |
Brian Gough |

**Subject**: |
Re: [Help-gsl] BFGS optmizer, how to use ? |

**Date**: |
Wed, 2 Jun 2004 16:37:29 +0100 |

Alex Brussee writes:
>* I am trying to use the bfgs minimizer to optimize A3, A2, A1, A0 in*
>* the next formula: f(x) = A3*x*x*x + A2*x*x + A1*x + A0. In my*
>* program, the objective is not to optimize the function directly,*
>* but by comparing results from the current vector of function*
>* parameters (A3, A2, A1, A0) for a number of X-values to a set of*
>* precalculated values made with a target vector of function*
>* parameters (10,20,15,25 in my case). The BFGS alg. seems to be*
>* converging, but after a number steps it gives NaN's. I do not know*
>* what i am doing wrong, does anybody see what is missing from my*
>* code ?*
My suggestion is to find the iteration where the Nan's first occur and
step through it using GDB to see what is going wrong.
You might also try using the gsl_ieee_env_setup function to catch any
division by zero (see the GSL manual for details).
--
Brian Gough
Network Theory Ltd,
Publishing Free Software Manuals --- http://www.network-theory.co.uk/

**Re: [Help-gsl] BFGS optmizer, how to use ?**,
*Brian Gough* **<=**