optimisation

Fabian Bastin fbas@math.fundp.ac.be
Mon Jan 6 16:01:00 GMT 2003


Yes, derivates are often too complicated to be expressed anatycally, but 
you can provide approximations of these, by finite differences 
techniques or automatic differentiation. Finite or central differences 
approximations are usually sufficient.

Fabian

Nicholas Cunliffe wrote:
> Hi,
> 
> Just thought Id cast an opinion. Having multi variable optimization 
> routines which REQUIRE user supplied derivetives is just LAME. 
> How many real problems are there which are so simple that the 
> derivatives can be supplied? None of any scientific or engineering 
> interest. 
> 
> Thanks
> 
> Nicholas



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