minimization using the Brent algorithm (brent.c)

Brian Gough bjg@network-theory.co.uk
Sun Mar 16 11:01:00 GMT 2003


Faheem Mitha writes:
 > I need to use a one-dimensional global minimization algorithm (to minimize
 > a function on an interval). However, this algorithm is embedded inside a
 > larger framework, and needs to be called many times without user
 > intervention. I discovered that an implementation of this algorithm was in
 > GSL, so I decided to use it.
 > 

The GSL minimization routines are designed for finding a guaranteed
bound on a local minimum f(a)>f(x)<f(b).  They don't cover the case of
a minimum occuring at an endpoint.

If you want to make use of the brent algorithm, you could copy it from
GSL into your own program, rather than modifying the library itself.

regards,
-- 
Brian Gough

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