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Re: bfgsmin and fminunc
From: |
Michael Creel |
Subject: |
Re: bfgsmin and fminunc |
Date: |
Thu, 14 May 2009 02:26:13 -0700 (PDT) |
Oops, sorry. bfgsmin was using the analytic gradient, and fminunc was using
numeric. If you edit the script to set the objective function to objective2,
then both will use numeric gradients. The speed difference becomes less than
2X, but the convergence tolerance issue remains.
M.
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- bfgsmin and fminunc, Michael Creel, 2009/05/14
- Re: bfgsmin and fminunc,
Michael Creel <=
- Re: bfgsmin and fminunc, Jaroslav Hajek, 2009/05/14
- Re: bfgsmin and fminunc, Michael Creel, 2009/05/15
- Re: bfgsmin and fminunc, Julian Schnidder, 2009/05/15
- Re: bfgsmin and fminunc, Jaroslav Hajek, 2009/05/18
- Re: bfgsmin and fminunc, Michael Creel, 2009/05/18
- Re: bfgsmin and fminunc, Jaroslav Hajek, 2009/05/18
- Re: bfgsmin and fminunc, Michael Creel, 2009/05/18
- Re: bfgsmin and fminunc, Jaroslav Hajek, 2009/05/18