Re: FindMinimum and least square minimization
- To: mathgroup at smc.vnet.net
- Subject: [mg30807] Re: FindMinimum and least square minimization
- From: john payne <j.f.b.payne at tesco.net>
- Date: Wed, 19 Sep 2001 00:16:49 -0400 (EDT)
- Organization: Tesco ISP
- References: <9nam8i$nqd$1@smc.vnet.net> <9ncftv$ptr$1@smc.vnet.net>
- Sender: owner-wri-mathgroup at wolfram.com
Mike Yukish wrote: > Also, Find Minimum uses a steepest descent algorithm, which generally can be > improved upon. By default FindMinimum uses steepest descent, but you can set the option Method to QuasiNewton, Newton, or Levenberg-Marquardt (maybe more). I'd've thought Levenberg-Marquardt would be the natural choice for a least-squares problem (like Dr Satherley's). Also the scaling of variables in FindMinimum does not always seem to work, so you may need to scale them yourself.