Re: bfgsmin and fminunc

[Michael Creel]

I have had a look at fminunc.m, and it looks nice in general. I would suggest
using central diff gradient. In my experience, the increased time per
iteration is usually offset by fewer iterations needed for convergence, due
to better accuracy. I see a "guarded_eval" - what is that? I would also
suggest setting max iters to infinite, or a lot higher than 400. Some
problems are just hard to solve.

I may try to take advantage of the fast  cholupdate code in bfgsmin,
probably this summer when I have time.

Maybe it would be nice to have a set of test functions for optimization
algorithms, to be able compare performance and verify the capability of
finding correct solutions. I used a set when I first wrote bfgsmin, but I
haven't used it in a while. I'll see if I can resurrect it and give it a
friendly interface.

M.

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