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Re: convex FindMinimum for a large vector


Hi Art,

I presume you're using Version 6?  It sounds like you know what you're
doing, but perhaps haven't come across the various options for
FindMinimum?  Paste the following into the Help>Documentation Center
address field:

  tutorial/UnconstrainedOptimizationOverview

which should bring up a jump-table of links, including the one
pertaining to FindMinimum:
    "Methods for Local Minimization"

Perhaps tweaking the L-BFGS "step memory" or switchng to the the
ConjugateGradient method?

Good luck!


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