Re: [Dclib-devel] Root-finding algorithm in DLib
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From: Zhoulai <ze...@gm...> - 2015-02-05 00:09:05
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Hello, Is there an easy way to use dlib's BOBYQA algorithm with 'long double' precision? In the document, http://dlib.net/dlib/optimization/optimization_bobyqa_abstract.h.html#find_min_bobyqa it seems that the objective function has to be of type double vector -> double, but I have a function of type long double vector -> long double and its minimum has to be evaluated with long-double precision. Do you think I can use dlib for this task? Thanks for your ideas. --Zhoulai On Sat, May 31, 2014 at 9:48 AM, Zhoulai <ze...@gm...> wrote: > Hello, > > I am new to Dlib, but I am surprised that there is no root-finding > procedures in Dlib. Although the functionality provided by the > optmization.h should also be able to solve root-finding problems, I guess > that comes with a higher complexity? > > So what if I want to solve a problem as follows using Dlib? > > I have a one dimensional function 'f' which is not necessarily > differentiable. I want to find a root 'r' that is closest to an initial > guess 'g' so that f(r)=0 ? > > More formally, I am looking for a low-cost way to minimize |r-g| > under the constraint f(r)=0; > > In my problem setting, it is likely the initial guess is the root, thus I > would use 'g' as an initial guess. However, I do not have an interval [a,b] > such that f(a).f(b)<0 which is a common request for most root-finding > procedures. > > Of course the problem above can be handled by the optimization approaches > like find_min_single_variable etc, but my guess is that it can also treated > as a root-finding problem which is less expensive. What do you think? > > Thank you for your ideas. > > Sncerely, > Zhoulai > > > > > |