minimization using the Brent algorithm (brent.c)

Michael Na Li lina@u.washington.edu
Mon Mar 17 20:47:00 GMT 2003


On Mon, 17 Mar 2003, Z. F. stated:

>
> > Moreover, evaluation of F(x) is required for the Brent algorithm (or
> > the 
> > golden section search), so there is no useless evaluation.
>  
>  The x, required for golden/Brent is not just any x, it is a particular
>  place inside the interval (a;b). So the function call is useless.

I concur that requiring the user to specify x isn't very helpful. As in most
cases, I don't really have a good guess of x.  So when I use gsl's Brent
algorithm, I do a couple of plain golden-section-like iterations to find the x
(and possibly shrink the initial interval during the process).  I use my own
C++ wrapper class anyway so I don't have to change the implementation of
brent.c.

Michael




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