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Hi Paul,<br>
<br>
As I'm sure you've read them, <a
href="https://help.scilab.org/docs/6.0.0/en_US/optim.html">optim</a>,
<a href="https://help.scilab.org/docs/6.0.0/en_US/neldermead.html">neldermead</a>
& <a
href="https://help.scilab.org/docs/6.0.0/en_US/numderivative.html">numderivative</a>
help pages provide you with all the flags you can customize.<br>
After that, it's all in the functions that you provide to compute
the cost & its derivative.<br>
<br>
Best regards,<br>
Paul<br>
<br>
<br>
<div class="moz-cite-prefix">On 01/23/2017 09:41 AM,
<a class="moz-txt-link-abbreviated" href="mailto:paul.carrico@free.fr">paul.carrico@free.fr</a> wrote:<br>
</div>
<blockquote cite="mid:b090f1e4ff95395c23a02b06968fe642@free.fr"
type="cite">
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<p>Hi All</p>
<p>I’m using ‘optim’ and ‘NelderMead’ in conjunction with my
finite element solver.</p>
<p>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.</p>
<p>In my understanding:</p>
<ol>
<li>With ‘optim’, I can modifiy</li>
</ol>
<ul>
<li>The step value h in numderivative (put at 1e-3 after
previous tests on analytical functions tests)</li>
<li>The values of epsf (default value) and epsg (tested at 1e-3
and 1e-5)</li>
</ul>
<ol>
<li>With “Neldermead”, I can change:</li>
</ol>
<ul>
<li>Tolfunrelative (tested at default value for the moment)</li>
<li>Tolxrelative (tested at default value for the moment)</li>
</ul>
<p><br>
</p>
<p> Am I right or is there another 'flags' I can play with?</p>
<p> <span style="text-decoration: underline;"><em>NB</em></span>:
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?</p>
<p> Thanks</p>
<p>Paul</p>
<br>
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<pre class="moz-signature" cols="72">--
Paul BIGNIER
Development engineer
-----------------------------------------------------------
Scilab Enterprises
143bis rue Yves Le Coz - 78000 Versailles, France
Phone: +33.1.80.77.04.68
<a class="moz-txt-link-freetext" href="http://www.scilab-enterprises.com">http://www.scilab-enterprises.com</a></pre>
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