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bfgsmin iterations
From: |
Levente Torok |
Subject: |
bfgsmin iterations |
Date: |
Wed, 13 May 2009 10:27:32 +0200 |
User-agent: |
KMail/1.11.2 (Linux/2.6.27-11-generic; KDE/4.2.2; i686; ; ) |
Dear Michael Creel,
I used your bfgsmin implementation and I found that it evaluates the
objective function unnessessarily many times.
I have recorded the points at which my function was evaluated
Please find the enclosed png file. x axis - iteration, y - value of my 1
dimensional obj.func parameter.
And this is the array in which I recorded the location of the evaluations
z=[
3.00000000000000e+02
6.00000000000000e+02
1.00000000000000e-01
4.50000000000000e+02
4.50000000000000e+02
1.50000000000000e+02
1.00000000000000e-01
1.00000000000000e-01
2.25000000000000e+02
...
As I see it usually calles the obj.func two times with exactly the same
argument.
I'd like to know it if is normal and if so, isn't there an easy way of doing a
caching
instead of double calling.
Levente
--
Blogger of http://fapuma.blogspot.com
bfgsmin.png
Description: PNG image