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(parent: 3dd3526) | patch
pseudo-randomize simplex steps in COBLYA, to avoid accidentally taking steps that...
authorstevenj <stevenj@alum.mit.edu>
Mon, 5 Apr 2010 00:34:52 +0000 (20:34 -0400)
committerstevenj <stevenj@alum.mit.edu>
Mon, 5 Apr 2010 00:34:52 +0000 (20:34 -0400)
commitd39dd6680f32cc8ed9c3ec964fa6887ad8b6d237
treeea98b13690b1a060a7bc3d7ae2efa03c4e1c077btree | snapshot
parent3dd3526a0c76bfa049b0c2e59cf8ebc7d8452759commit | diff
pseudo-randomize simplex steps in COBLYA, to avoid accidentally taking steps that don't improve conditioning (which seems to happen with bound constraints where the optimum is against the bounds, sometimes); note that the algorithm remains deterministic

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cobyla/cobyla.c diff | blob | history
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