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[Octave-patch-tracker] [patch #8918] fgridsearch as a gridsearch alterna


From: anonymous
Subject: [Octave-patch-tracker] [patch #8918] fgridsearch as a gridsearch alternative to fminsearch
Date: Thu, 7 Jul 2016 05:31:52 +0000 (UTC)
User-agent: Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/51.0.2704.84 Safari/537.36 OPR/38.0.2220.31 (Edition Campaign 37)

Follow-up Comment #5, patch #8918 (project octave):

Hi Kai,

I am not sure what you want to improve in Example III. The interval fminsearch
function's focus is to find fval. If you are interested in the corresponding x
values, you can find them with the interval fsolve function. Use optimset
parameters on either function to improve accuracy.


... (Example III) ...
>> x = fsolve (fh, infsup ("[-200, 200] [-200, 200]"), fval)
x ⊂ 1×2 interval vector

   [-100.4, -99.609]   [-100.79, -99.218]



I must agree that the function is not very useful as a generic tool, because
it doesn't do much more than "min (f (meshgrid (...)))" would do. I would
consider to use it in special cases where I know that my grid is good and not
too big.

There is no bisection or heuristics of any kind, so all we have is a "brute
force" attempt to traverse the grid.

Oliver

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