Re: Contribution to the optimization toolbox

[Jaroslav Hajek]

On Tue, Sep 8, 2009 at 1:11 PM, Michael Creel<address@hidden> wrote:
> Thanks for the new version. Note that when dim is increased, bfgsmin
> need to have max iters increased, otherwise it chokes before
> converging. Setting control={10000,0} with dim=100, I get the results
>

Oh yes; that could have occured to me. In fact the same is true for
fminunc: default is 400 iters. Maybe it can be somehow computed based
on the problem's dimensionality?
Termination criteria may also play an important role.




-- 
RNDr. Jaroslav Hajek
computing expert & GNU Octave developer
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz