nmsimplex iteration.

picca picca@synchrotron-soleil.Fr
Thu Mar 27 12:36:00 GMT 2008


Hello

> > To achieve this, we must contraction the simplex till it becomes
> > valid. Is it possible to tune the simplex algorithm to solve also
> > those locally convex problems.
> 
> I don't know but if you find a way I can add a patch for it.

I already wrote such an algorithm, but it was in my kitchen so not
ready for a gsl path. It is no more "simplex" but "modified simplex".

In fact my modification was to ensure the validity of the next f(xi) by
contracting closer to the best vertex in case of non finit value of
f(xi).

what do you think about this ?

> The starting points are xi = x0+step_i e_i so it should be possible to
> set them all to known values using the step_size vector argument of
> gsl_multimin_fsolver_set.

I got the idea.

Thanks.

Frederic



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