bfgsmin iterations

[Michael Creel]

Hi Levente,
I agree that it seems to be doing some unnecessary calls. One
possibility is that the duplicate calls occur when there is a switch
in the step size  algorithm from Newton to bisection. You might want
to run this with maximum verbosity to see what's going on. If I find
some time I'll try to look at this, but it might take me a while to
get to. I think that a little review by a C++ literate person might
greatly benefit __bfgsmin.cc. I'm strictly an amateur, and
__bfgsmin.cc was the code I learned with.
Regards, Michael

On Wed, May 13, 2009 at 10:27 AM, Levente Torok <toroklev at gmail.com> wrote:
> Dear Michael Creel,
>
> I used your bfgsmin implementation and I found that it evaluates the
> objective function unnessessarily many times.
> I have recorded the points at which my function was evaluated
>
> Please find the enclosed png file. x axis - iteration, y - value of my 1 dimensional obj.func parameter.
> And this is the array in which I recorded the location of the evaluations
> z=[
>   3.00000000000000e+02
>    6.00000000000000e+02
>    1.00000000000000e-01
>    4.50000000000000e+02
>    4.50000000000000e+02
>    1.50000000000000e+02
>    1.00000000000000e-01
>    1.00000000000000e-01
>    2.25000000000000e+02
> ...
>
> As I see it usually calles the obj.func two times with exactly the same argument.
> I'd like to know it if is normal and if so, isn't there an easy way of doing a caching
> instead of double calling.
>
> Levente
>
> --
> Blogger of http://fapuma.blogspot.com
>
>