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insightful
2003 Mar 12
1
problems with numerical optimisation
...anybody recommend a good textbook about numerical
optimisation?
Currently I am using 100 BFGS iterations + 100 BHHH iterations and I
have programmed analytic gradients. The fool-proof method of
excluding the variables one-by-one and simplifying the structure is
quite a slow and not particularily insightsful.
Thanks in advance
Ott