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Re: Multidimensional minimization with V-shaped minimum


From: Mark Galassi
Subject: Re: Multidimensional minimization with V-shaped minimum
Date: Fri, 05 Feb 2021 09:09:49 -0700
User-agent: Notmuch/0.29.3 (https://notmuchmail.org) Emacs/28.0.50 (x86_64-pc-linux-gnu)


> [...] with discontinuous first derivative at the minimum. So, the
> first derivative never comes close to zero [...] f and df [...]

I'm curious as to why you would use the methods that require the derivative - 
they tend to require that the function be at least continuously differentiable 
(i.e. derivative is continuous), and sometimes even twice differentiable.

But in any case, to try to understand what's happening with 
gsl_multimin_fdfminimizer_m(), could you give us an MWE (minimum working 
example) that exhibits this behavior?  Then we can jump onto the problem.

https://en.wikipedia.org/wiki/Minimal_working_example



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