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[help-gsl] Re: Nelder-Mead Simplex algorithm (2008-09-17)

From: Brian Gough <bjg@gnu.org>
Subject: Re: Nelder-Mead Simplex algorithm
Date: Wed, 17 Sep 2008 18:40:05 +0100
To: Tania Regimbau <regimbau@......>
Cc: help-gsl@gnu.org

At Fri, 12 Sep 2008 20:15:10 +0200,
Tania Regimbau wrote:
> I used the implementation of the GSL Nelder Mead Simplex algorithm to
> minimize a 3 variable function and it doesn't seem to perform very
> well compared to the Matlab function fmeansearch based on the same
> algorithm. Can someone tell me what the difference is between the two?
> I thought I was using the same precision parameters but I may have
> missed something.

I'm not aware of any major difference -- could you submit a bug report
to bug-gsl@gnu.org with an example program and the output compared
with MATLAB. Thanks.

--
Brian Gough

GNU Scientific Library -
http://www.gnu.org/software/gsl/