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Re: nmsimplex2
- From: Brian Gough <bjg at gnu dot org>
- To: Tuomo Keskitalo <Tuomo dot Keskitalo at iki dot fi>
- Cc: GSL Discuss Mailing List <gsl-discuss at sourceware dot org>
- Date: Fri, 07 Aug 2009 10:18:17 +0100
- Subject: Re: nmsimplex2
- References: <4A7AE175.8050807@iki.fi>
At Thu, 06 Aug 2009 16:58:13 +0300,
Tuomo Keskitalo wrote:
> a faster simplex mininimser gsl_multimin_fminimizer_nmsimplex2 (which is
> O(N) instead of O(N^2), according to NEWS) was added to GSL-1.12. Is
> there any reference or more information about this algorithm (besides
> the source code)?
It's the same algorithm but the implementation removes some
unnecessary computation. The centre and size are updated from the
change in the selected vertex rather than recomputed from scratch.
Otherwise, the results should be identical.
There was a bug that was fixed a few days which did cause some
differences, but I think it should be ok now.
--
Brian Gough