adding gsl multimin algorithms with derivatives
Philip Silva
Branch: philip2601/gsl:master
Branch: mingzhi/gsl:master
Merged
Merged pull request
Merged in philip2601/gsl (pull request #1: adding gsl multimin algorithms with derivatives)
Merged in philip2601/gsl (pull request #1: adding gsl multimin algorithms with derivatives)
Hi Mingzhi,
I've implemented the multidimensional minimizers from gsl as described in here:
http://www.gnu.org/software/gsl/manual/html_node/Multimin-Algorithms-with-Derivatives.html
They are unit tested. The only exception is gsl_multimin_fdfminimizer_steepest_descent which is only for demos suitable anyway. I have tried to follow your existing code conventions as much as possible.
Thanks, Philip