[Scilab-users] optim vs Neldermead: improvement

[paul.carrico at free.fr]

Of course I did :-) 

It is a way as well to share feedback on the influence of some flags; as
it has been said 'it is my understanding" ... 

Paul 

Le 2017-01-23 11:37, Paul Bignier a écrit : 

> Hi Paul,
> 
> As I'm sure you've read them, optim [1 [1]], neldermead [2 [2]] &
> numderivative [3 [3]] help pages provide you with all the flags you can
> customize.
> After that, it's all in the functions that you provide to compute the
> cost & its derivative.
> 
> Best regards,
> Paul
> 
> On 01/23/2017 09:41 AM, paul.carrico at free.fr wrote:
> 
>> Hi All
>> 
>> I'm using 'optim' and 'NelderMead' in conjunction with my
>> finite element solver.
>> 
>> A "good" optimization is a balance between accuracy and cpu time
>> … in other word I do not necessary need to be accurate at 1e-11
>> but requiring a lot of iterations where 1e-3 is enough with a lower
>> amount of loops.
>> 
>> In my understanding:
>> 
>> * With 'optim', I can modifiy
>> 
>> * The step value h in numderivative (put at 1e-3 after previous
>> tests on analytical functions tests)
>> * The values of epsf (default value) and epsg (tested at 1e-3 and
>> 1e-5)
>> 
>> * With "Neldermead", I can change:
>> 
>> * Tolfunrelative (tested at default value for the moment)
>> * Tolxrelative (tested at default value for the moment)
>> 
>> Am I right or is there another 'flags' I can play with?
>> 
>> _NB_: so far, Nelder-Mead requires less iterations than 'optim'
>> with a single variable … I'm wondering how can I improve optim
>> use that is supposed to converge faster?
>> 
>> Thanks
>> 
>> Paul
>> 
>> _______________________________________________
>> users mailing list
>> users at lists.scilab.org
>> http://lists.scilab.org/mailman/listinfo/users
> 
> -- 
> Paul BIGNIER
> Development engineer
> -----------------------------------------------------------
> Scilab Enterprises
> 143bis rue Yves Le Coz - 78000 Versailles, France
> Phone: +33.1.80.77.04.68
> http://www.scilab-enterprises.com
> 
> Links:
> ------
> [1] https://help.scilab.org/docs/6.0.0/en_US/optim.html
> [2] https://help.scilab.org/docs/6.0.0/en_US/neldermead.html
> [3] https://help.scilab.org/docs/6.0.0/en_US/numderivative.html
> _______________________________________________
> users mailing list
> users at lists.scilab.org
> http://lists.scilab.org/mailman/listinfo/users
 

Links:
------
[1] https://help.scilab.org/docs/6.0.0/en_US/optim.html
[2] https://help.scilab.org/docs/6.0.0/en_US/neldermead.html
[3] https://help.scilab.org/docs/6.0.0/en_US/numderivative.html
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