[Bug-gsl] [bug #32776] RFE: Add brute-force quadratic numerical multidimensional minimizer

[Jussi Lehtola]

URL:
  <http://savannah.gnu.org/bugs/?32776>

                 Summary: RFE: Add brute-force quadratic numerical
multidimensional minimizer
                 Project: GNU Scientific Library
            Submitted by: jussilehtola
            Submitted on: Mon 14 Mar 2011 12:27:32 PM GMT
                Category: None
                Severity: 3 - Normal
        Operating System: 
                  Status: None
             Assigned to: None
             Open/Closed: Open
                 Release: 
         Discussion Lock: Any

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Details:

Hi,


currently there is no multidimensional minimizer that uses numerical
derivatives. In many cases the Nelder and Mead routines aren't good enough and
one would like to use brute-force numerics.

Attached is a simple quadratic routine that could be added (suitably cleaned
up) to provide this capability.



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File Attachments:


-------------------------------------------------------
Date: Mon 14 Mar 2011 12:27:32 PM GMT  Name: quadratic.c  Size: 3kB   By:
jussilehtola

<http://savannah.gnu.org/bugs/download.php?file_id=22922>

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