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[Help-gsl] multidimensional minimization
From: |
Gideon Simpson |
Subject: |
[Help-gsl] multidimensional minimization |
Date: |
Thu, 19 Jul 2012 16:39:50 -0500 |
I'm studying a problem where I have a potential V(x,y), a function of two
variables, and I know that it is globally bounded from below and has three
local minima. What I would like to do is identify the basins of attraction for
each of the three minima. If I use a naive, crude, steepest descent algorithm,
not the one in library, but a true:
xn = xn-1 - dt grad V(xn-1)
I get what I'm after, though it takes more iterations than it should. When I
try to use the algorithms in the library, my basins are inconsistent. I think
this has to do with the adaptive selection of the step size, but I'm not
entirely sure on how to control it. Is there a way to set a max step size in
the algorithms?
-gideon
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