Newsgroups: comp.lang.fortran, sci.math.num-analysis
From: spellu...@mathematik.tu-darmstadt.de (Peter Spellucci)
Date: 12 Mar 2002 10:37:14 GMT
Local: Tues, Mar 12 2002 5:37 am
Subject: Re: Nonlinear solvers for expensive functions
In article <204e7041.0203110920.3e8f2...@posting.google.com>,
adr...@bjahouston.com (Adrian Ferramosca) writes: |> I have a multidimensional nonlinear problem to solve where the |> function evaluations are very expensive and the number of variables |> can be large. Therefore derivative based solvers (user-supplied or |> numerical) are not an option. I am using a Wegstein type solver at |> present, but are there any other solutions methods out there which can |> handle these types of problems? I tried implementing GDEM from the |> original paper but couldn't get it working. |> |> Adrian until now i believed to know something about optimization but must state that Jones, Donald R.; Schonlau, Matthias; Welch, William J. Toropov, V.V. Schagen, I.P. You must Sign in before you can post messages.
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