On Fri, May 18, 2007 at 12:21:29PM -0400, Kostas Oikonomou wrote:
> Robert,
>
> Yes, h() is flat around its maximum. I also thought that's a good
> thing. Like you, I tried making the lbfgs tolerance 1e-5, but that
> didn't do anything. I tried 1e-6, and then the line searches failed.
I'm guessing that lbfgs is giving up early because the function is so
flat. In the description in the manual lbfgs says that it uses a "low
rank approximation to the Hessian matrix", perhaps this approximation
breaks down with such a flat region?
> On a related subject: there is a rather sophisticated, public-domain
> optimization code called "ipopt" (interior point method for constrained
> nonlinear optimization, https://projects.coin-or.org/Ipopt), which is
> being actively developed. ipopt is written in C++, but claims to have a
> Fortran interface, which, I assume, could be translated with f2cl.
> Does this sound like a feasible (in the non-optimization sense :-))
> project for Maxima?
If I understand it correctly, f2cl translates fortran code into common
lisp code. The code is then run from common lisp with no reference to
the original code. It won't translate a fortran interface to a C++
code into anything useful.
It is possible to create foreign function interfaces for C++ code, but
this is dependent on which lisp you use for compiling maxima. I think
there is no single FFI which works on all lisps supported by maxima.
--
Daniel Lakeland
dlakelan at street-artists.org
http://www.street-artists.org/~dlakelan