GGOPT: an unconstrained non-linear optimizer
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J B Bassingthwaighte1, I S Chan, A A Goldstein
1Center for Bioengineering, University of Washington, Seattle 98195.
Computer Methods and Programs in Biomedicine
|May 1, 1988
Abstract:
GGOPT is a derivative-free non-linear optimizer for smooth functions with added noise. If the function values arise from observations or from extensive computations, these errors can be considerable. GGOPT uses an adjustable mesh together with linear least squares to find smoothed values of the function, gradient and Hessian at the center of the mesh. These values drive a descent method that estimates optimal parameters. The smoothed values usually result in increased accuracy.