Re: [Help-gsl] BFGS optmizer, how to use ?

[Brian Gough]

Alex Brussee writes:
 > I was also wondering if there is a way to estimate the first
 > derivatives. I read there is a type of BFGS optimizer that does not
 > need a derivative function. Is it also possible to use the gsl bfgs
 > optmizer without supplying a derivative, or supplying an estimate
 > for the derivative ? How could I go about implementing this ?

Take a look at the undocumented function gsl_multimin_diff in the
multimin/ directory of the GSL source code.

-- 
Brian Gough

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