Re: [Help-gsl] multidim minimisation with 100+ parameters

[John Lamb]

Clare Quarman wrote:
> Hi.  Is gsl capable of minimising a function with around a hundred
> parameters?  I've had a lot of trouble with some other minimisation
> packages which haven't been able to cope with a parameter space this 
> large.
>
> Has anyone tried something similar with gsl?

I've used gsl multimin reasonably successfully on unbounded functions 
with over 1000 variables and 50,000 iterations. I've had some problems, 
but you can break down problems or even write your own minimizer, using 
the gsl code as a starting point.

--
JDL