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Funding the Global Minimum Using IDL [message #93915] Wed, 23 November 2016 12:28 Go to next message
Maryam is currently offline  Maryam
Messages: 16
Registered: July 2012
Junior Member
Hello everyone,

Does anyone know any routine that finds the global minimum? The mpfit routine I normally use only finds the local minimum which is not what I want here.

Any help is greatly appreciated.

Maryam

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Re: Funding the Global Minimum Using IDL [message #93920 is a reply to message #93915] Thu, 24 November 2016 02:17 Go to previous messageGo to next message
Sergey Anfinogentov is currently offline  Sergey Anfinogentov
Messages: 11
Registered: September 2012
Junior Member
Dear Maryam

As far as I know, there are no global optimisation routines in standard IDL Library.
If you you have a low-dimensinal parameter space (~ 3-4 parameters), you can find the global minimum by starting MPFIT or CURVEFIT from many (thousands) different random locations and selecting the best solution.

or alternatively, you can use global optimisation routines from Python SciPy package (https://docs.scipy.org/doc/scipy/reference/optimize.html).
The latest version of IDL can transparently call Python routines (See http://www.harrisgeospatial.com/docs/python.html).

Best Regards,
Segey

> Hello everyone,
>
> Does anyone know any routine that finds the global minimum? The mpfit routine I normally use only finds the local minimum which is not what I want here.
>
> Any help is greatly appreciated.
>
> Maryam

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Re: Funding the Global Minimum Using IDL [message #93921 is a reply to message #93920] Thu, 24 November 2016 13:26 Go to previous message
Maryam is currently offline  Maryam
Messages: 16
Registered: July 2012
Junior Member
Dear Sergey,

Thanks a lot for your suggestions. I will try them out.

Regards,
Maryam

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