set_method

Context: methods

Synopsis

Set the optimization method

set_method( meth )

The set_method command sets the optimization method to be used in fitting.

Available methods are returned by the list_methods command ("ahelp list_methods"). There is a help file for each method, e.g. ("ahelp levmar").

Method	Description
levmar	The Levenberg-Marquardt method is an interface to the MINPACK subroutine lmdif to find the local minimum of nonlinear least squares functions of several variables by a modification of the Levenberg-Marquardt algorithm (J.J. More, "The Levenberg Marquardt algorithm: implementation and theory," in Lecture Notes in Mathematics 630: Numerical Analysis, G.A. Watson (Ed.), Springer-Verlag: Berlin, 1978, pp.105-116).
moncar	The implementation of the moncar method is based on the paper by Storn, R. and Price, K. "Differential Evolution: A Simple and Efficient Adaptive Scheme for Global Optimization over Continuous Spaces." J. Global Optimization 11, 341-359, 1997.
neldermead	The implementation of the Nelder Mead Simplex direct search is based on the paper: Jeffrey C. Lagarias, James A. Reeds, Margaret H. Wright, Paul E. Wright "Convergence Properties of the Nelder-Mead Simplex Algorithm in Low Dimensions", SIAM Journal on Optimization,Vol. 9, No. 1 (1998), pages 112-147.
simplex	same as the neldermead method

sherpa> set_method("neldermead")

Set the optimization method as the Nelder Mead simplex.

sherpa> set_method("moncar")

The optimization method is set to "moncar".

See the bugs pages on the Sherpa website for an up-to-date listing of known bugs.