numericalminimization

Using GNU Scientific "multimin" to find all local minima


The GNU Scientific library has a multi-dimensional function minimization framework. However, its caveats explicitly says that when used on a function with several different local minima it just returns one arbitrary solution. Does anybody know how you might go about adapting it so that it would return a list of all local minima (subject to some threshold criteria)?


Solution

  • It's not based on GNU Scientific, but I found this algorithm for finding all local minima: http://www.cs.uoi.gr/~lagaris/papers/MINF.pdf