Article View: sci.physics
Article #7260Re: Functional minimization with constraints
From: Andrew Mullhaupt
Date: Tue, 12 Jan 1993 16:27
Date: Tue, 12 Jan 1993 16:27
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2295 bytes
In article <C0pFE0.D8n@sci.kun.nl> alexp@sci.kun.nl (Alex Priem) writes: >Better yet, try 'Numerical Recipes'. I left that out on purpose. It is not a bad book per se, but it implicitly encourages people to use the included code samples as if they were polished production code. These are _not_ the state of the art, and the otherwise uninformed reader can get into some peculiar misconceptions. It is generally better to either use a widely available public domain code written by professionals (also known as 'your tax dollar at work') or to write your own after having studied the literature a bit if you are aware of some of the issues. _Numerical Recipes_ has a place when you're after something quick and dirty and you haven't been around the block before. However, many of the subjects covered have been classic questions of scientific computing for decades, and it really isn't necessary to settle for less than first rate. This casts no aspersion on the value of NR as a teaching tool, where the code samples provide an opportunity to teach simplified versions of the often much less penetrable 'no-holds-barred' production codes. In optimization in particular, the clooge (and _yes_, that's the correct spelling) of using LINMIN may reduce the clutter and length of the book, but it does not bear much resemblance to the _correct_ way to do it, on the other hand, it's pedagogically much nicer since the student can see quite clearly how the one-D minimization is parlayed into the multidimensional case. Finally, NR is not a comprehensive treatment of optimization, especially when it comes to nonlinear constraints, which (if memory serves) were mentioned in the original request. So better yet, don't stop with just NR on this question. Later, Andrew Mullhaupt
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Path: arc1-ca.pugleaf.net!sparky!uunet!psinntp!kepler1!andrew From: andrew@rentec.com (Andrew Mullhaupt) Newsgroups: sci.physics Subject: Re: Functional minimization with constraints Keywords: conjugate gradient, quasi-Newton, Newton Raphson Message-ID: <1473@kepler1.rentec.com> Date: 12 Jan 93 16:27:22 GMT References: <1993Jan9.010623.27893@leland.Stanford.EDU> <1466@kepler1.rentec.com> <C0pFE0.D8n@sci.kun.nl> Organization: Renaissance Technologies Corp., Setauket, NY. Lines: 36