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Re: [Help-gsl] Comments/questions about BFGS algorithm implemented for t

From: Brian Gough
Subject: Re: [Help-gsl] Comments/questions about BFGS algorithm implemented for the GSL
Date: Mon, 24 Apr 2006 20:37:24 +0100

Alan W. Irwin writes:
 > For now, though, it is already good enough to solve the non-trivial
 > Rosenbrock case in a much more efficient manner than the equivalent GSL
 > routine due to the good quality of the Fletcher line search algorithm.
 > Finally, I will be happy to consult with anybody who does the equivalent GSL
 > C code as I gain experience with robustness tweaks of the Fletcher
 > line-search algorithm which may be required when substantial significance
 > loss is present.

Thanks for the code!  The improved algorithm is well worth adding.

If Douglas McKee is interested it should be possible to do it as a
drop-in extension so that old and new algorithms can be compared side
by side at runtime:

I've ordered a copy of Fletcher's book and will take another look at
this when it arrives.

Brian Gough

Network Theory Ltd,
Publishing the GSL Manual -

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