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Re: [Help-gsl] Comments/questions about BFGS algorithm implemented for t


From: Alan W. Irwin
Subject: Re: [Help-gsl] Comments/questions about BFGS algorithm implemented for the GSL
Date: Tue, 18 Apr 2006 20:53:46 -0700 (PDT)

On 2006-04-18 17:30-0400 Martin Jansche wrote:

Meanwhile, you could look into other free optimizers, including the
optimization code in the R project (http://www.r-project.org/, which
supposedly uses L-BFGS-B as well) or the TAO toolkit
(http://www-unix.mcs.anl.gov/tao/).

Thanks, Martin, for those suggestions.  L-BFGS-B is not robust enough for my
free-energy minimization needs. (I suspect there are just too many
complications/transformations in that code so that it is not resilient in
cases where numerical significance loss is occurring.) Also, I am a little
leery of TAO since they want me to sign up for an e-mail list before I can
download it.  Also, I cannot find out anything about the TAO license.  There
is some discussion of the "TAO" license on Debian-legal, but that refers to
different software (a Corba implementation).

It looks pretty straightforward to implement the Fletcher line search
algorithm I have referred to before in this thread so I will concentrate on
that for now.

Alan
__________________________
Alan W. Irwin

Astronomical research affiliation with Department of Physics and Astronomy,
University of Victoria (astrowww.phys.uvic.ca).

Programming affiliations with the FreeEOS equation-of-state implementation
for stellar interiors (freeeos.sf.net); PLplot scientific plotting software
package (plplot.org); the Yorick front-end to PLplot (yplot.sf.net); the
Loads of Linux Links project (loll.sf.net); and the Linux Brochure Project
(lbproject.sf.net).
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Linux-powered Science
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