Optimization
- To: mathgroup at yoda.physics.unc.edu
- Subject: Optimization
- From: H. Scott Roy <hsr at cs.stanford.edu>
- Date: Thu, 15 Apr 93 12:52:26 -0700
I need to optimize functions of ~100 variables and am curious about the algorithm used by FindMinimum. I can only find one relevant sentence in the Mathematica book: "FindMinimum works by following the path of steepest descent from each point that it reaches." Steepest descent is a terrible algorithm! Does anyone know, is FindMinimum really being this stupid? Has anyone implemented a more powerful optimization routine? Scott Roy Department of Computer Science Stanford University