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st: how to turn off the concavity criterion for -moptimize-


From   László Sándor <[email protected]>
To   [email protected]
Subject   st: how to turn off the concavity criterion for -moptimize-
Date   Fri, 22 Jan 2010 15:24:06 -0500

Hi all,

my algorithm needs to invoke -moptimize- multiple times, and I'd like
to make it ignore the concavity criterion (for maximization) in the
early calls. There does not seem to be an option for that. Is there
any other way?

My justfication: I expect numerical problems with the numerical
differentiation, and as my algorithm makes some some changes from the
supposed optimum before attempting another maximization, I'm OK with
only the last 'optimum' being in a significantly concave region.

Thank you,

Laszlo
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