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Re: [Help-gsl] multimin: bfgs2 current estimate of Hessian

From: Brian Gough
Subject: Re: [Help-gsl] multimin: bfgs2 current estimate of Hessian
Date: Tue, 05 Jun 2007 20:18:15 +0100
User-agent: Wanderlust/2.14.0 (Africa) Emacs/21.3 Mule/5.0 (SAKAKI)

At Mon, 04 Jun 2007 06:08:18 +0200,
Paul Schneider wrote:
> is there a way to obtain the current estimate of the Hessian from the
> bfgs2 solver? Browsing through the code I did not see any direct
> reference to the Hessian, so I would not know how to do it even with
> modifying GSL code.


I don't think it is possible --- if you want more information about
the algorithm see Chapter 3 of 'Practical Methods of Optimization'
(Second Edition) ISBN 0471915475, it has all the details and may have
some discussion of that.

Brian Gough
(GSL Maintainer)

Network Theory Ltd,
Publishing the GSL Manual -

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