The gradient is used to determine a search direction for the next iteration of the minimizer. A line search is made along this direction to hunt for an improved minimum and the process is repeated until stopping criteria are satisfied. A variety of bracketing algorithms are available in GSL in a similar framework. The user provides a high-level driver for the algorithms, and the library provides the individual functions necessary for each of the steps. There are three main phases of the iteration.
Caveats Note that minimization functions can only search for one minimum at a time.
In most cases, no error will be reported if you try to find a minimum in an area where there is more than one. This function returns a pointer to a a newly allocated instance of a minimizer of type T for the function fdf . For example, the following code creates an instance of a steepest descent minimizer using a brent minimizer for the line search. This function frees all the memory associated with the minimizer s . This function returns a pointer to the name of the minimizer.