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Re: Workflow of Stop Criterial with NMSearch or Brent

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#2110
Ryu
Member

Without setting a range is difficult for all kinds of optimization except the most trivial ones.

If you must, you can considering the following:
1.
running a very coarse grid search
http://www.numericalmethod.com/javadoc/suanshu/com/numericalmethod/suanshu/optimization/univariate/GridSearch.html

2.
pick the best point, and do a fine optimization around that point using, e.g., Brent
http://www.numericalmethod.com/javadoc/suanshu/com/numericalmethod/suanshu/optimization/univariate/bracketsearch/Brent.html

Hope this helps.