[Matrix-SIG] Nonlinear optimization routines anyone?

Janne Sinkkonen janne@avocado.pc.helsinki.fi
15 Mar 1999 23:25:16 +0200

David Ascher <da@ski.org> writes:

> I suspect that if I knew enough about optimization I could code up
> the subset that I need, but I'm not sure I'd trust my own code to do
> this...

Coding CG or some such with a simple line search is easy enough, but
getting the line search robust may be more difficult. And robust stuff
is hard to code also because it may "work" (although suboptimally) even
with grave errors in the code. :)