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Re: [Help-gsl] BFGS optmizer, how to use ?

From: Brian Gough
Subject: Re: [Help-gsl] BFGS optmizer, how to use ?
Date: Thu, 3 Jun 2004 19:14:45 +0100

Alex Brussee writes:
 > I was also wondering if there is a way to estimate the first
 > derivatives. I read there is a type of BFGS optimizer that does not
 > need a derivative function. Is it also possible to use the gsl bfgs
 > optmizer without supplying a derivative, or supplying an estimate
 > for the derivative ? How could I go about implementing this ?

Take a look at the undocumented function gsl_multimin_diff in the
multimin/ directory of the GSL source code.

Brian Gough

Network Theory Ltd,
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