Article View: sci.math.num-analysis
Article #1137Function Minimizer
From: Ivo Welch
Date: Mon, 11 Jan 1993 17:25
Date: Mon, 11 Jan 1993 17:25
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1647 bytes
Actually, as an outsider needing minimization support (I am an occasional user who needs only occasional likelihood maximization), I am quite appalled by the state of affairs. I often end up using grid searches when the more sophisticated methods bomb, often because of domain problems. I have spent countless days tweaking the minimization algorithms; I'd rather loose some computer efficiency to gain user efficiency. It is time for someone to design and sell an elegant, comprehensive function minimizer, and which switches transparently among minimization algorithms upon self-determined demand. Isn't this what Artifical Intelligence could be useful for? There could be some basic use options: 1> Use of derivatives 2> discrete vs. continuous variations 3> reduce the number of function evaluations for more intelligence at the optimizer 4> Automatic non-linear constraint handling For example (as to 3), I find it strange that the Numerical Recipees Code tries to maximize uni-dimensionally to epsilon accuracy even when taking the first few steps in the multi-variate optimization. /ivo welch
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Newsgroups: sci.math.num-analysis Path: arc1-ca.pugleaf.net!sparky!uunet!news.claremont.edu!ucivax!ucla-cs!ucla-mic!agsm!iwelch From: iwelch@agsm.ucla.edu (Ivo Welch) Subject: Function Minimizer Message-ID: <1993Jan11.092542.25036@mic.ucla.edu> Nntp-Posting-Host: risc.agsm.ucla.edu Organization: UCLA, Anderson Graduate School Of Management References: <C0K4Hx.110@news.cso.uiuc.edu> <C0M1DK.5JE@news.cso.uiuc.edu> <1io311INNagr@morrow.stanford.edu> Date: 11 Jan 93 09:25:42 PST Lines: 24