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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