Timeline for Example of a differentiable function optimization where derivative free methods are used
Current License: CC BY-SA 4.0
10 events
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| Feb 20, 2021 at 19:00 | history | edited | DCM | CC BY-SA 4.0 |
Fix an "and" which should have been an "an"
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| Feb 1, 2021 at 22:32 | comment | added | DCM | I take your point. However, it's possible to come up with similar examples where - instead of small oscillation - the objective function has lots of short flat sections (rather than a wiggly parabola like the one above, maybe think of a 'staircase with rounded corners'). | |
| Jan 31, 2021 at 23:35 | comment | added | Andjela Todorovic | Thank you so much for the detailed anwser. I understand your point when discussing the problem of finding a global minimum, whereas BFGS gets stuck in local minimum. However, both fminsearch and fminunc are meant to find local minima, and therefor, this example only shows the huge disadvantage toward the Nelder-Mead. | |
| Jan 31, 2021 at 14:29 | history | edited | DCM | CC BY-SA 4.0 |
added 30 characters in body
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| Jan 31, 2021 at 14:23 | history | edited | DCM | CC BY-SA 4.0 |
added 30 characters in body
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| Jan 31, 2021 at 14:17 | history | edited | DCM | CC BY-SA 4.0 |
Worked out how to display images properly
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| Jan 31, 2021 at 14:10 | history | edited | DCM | CC BY-SA 4.0 |
added 121 characters in body
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| Jan 31, 2021 at 13:58 | history | edited | DCM | CC BY-SA 4.0 |
Move comment into answer, add plots
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| Jan 30, 2021 at 22:54 | history | edited | DCM | CC BY-SA 4.0 |
added 27 characters in body
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| Jan 30, 2021 at 22:36 | history | answered | DCM | CC BY-SA 4.0 |