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Article #1137

Function Minimizer

#1137
From: Ivo Welch
Date: Mon, 11 Jan 1993 17:25
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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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Message-ID: <1993Jan11.092542.25036@mic.ucla.edu>
Path: arc1-ca.pugleaf.net!sparky!uunet!news.claremont.edu!ucivax!ucla-cs!ucla-mic!agsm!iwelch
References: <C0K4Hx.110@news.cso.uiuc.edu> <C0M1DK.5JE@news.cso.uiuc.edu> <1io311INNagr@morrow.stanford.edu>

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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
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