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Re: [Help-gsl] multidim minimisation with 100+ parameters

From: John Lamb
Subject: Re: [Help-gsl] multidim minimisation with 100+ parameters
Date: Wed, 18 Aug 2004 09:12:30 +0100
User-agent: Mozilla/5.0 (X11; U; Linux i686; en-US; rv:1.6) Gecko/20040114

Clare Quarman wrote:
Hi.  Is gsl capable of minimising a function with around a hundred
parameters?  I've had a lot of trouble with some other minimisation
packages which haven't been able to cope with a parameter space this large.

Has anyone tried something similar with gsl?

I've used gsl multimin reasonably successfully on unbounded functions with over 1000 variables and 50,000 iterations. I've had some problems, but you can break down problems or even write your own minimizer, using the gsl code as a starting point.


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