In message <
[email protected]>, John Larkin
<jjlarkin@highNOTlan
dTHIStechnologyPART.com> writes
And so does circuit design. Although the intuitive creative step to
define the overall circuit architecture is still well
beyond modern computation power optimising component values in an
existing design is now quite
practicable even on a PC given enough time.
17 dimensions is no real challenge to modern optimisers.
No modern least squares (or 1-Norm) optimiser should ever diverge (and
that was true of the good ones even a couple of decades ago). What
tends to happen is that they get trapped in steep diagonal valleys or
at local minima and never find the true global optimum. The solution
should never be worse than the initial guess.
Simplex isn't too bad if you already have some idea of how big a range
of parameter space you have to cover. Conjugate gradients will handle
the most difficult problems fairly well given a suitable starting
point and something like simulated annealing is about as good as it
gets for global optimisation irrespective of the initial starting
point. Genetic algorithms are similar to the latter, but rely on an
ensemble of simulations with parameters that are allowed to breed
according to their success rating. They are harder to make work than
simulated annealing codes though fun to watch on toy problems. I
reckon simulated annealing is easier to use than GA. YMMV.
It should not be if you know how the free parameters are inter
related. Filter design is one case where diddling individual
parameters in a naive 1-D optimal search strategy will almost never
get you what you want. There are specialised codes around for optimal
filter design.
There is probably a faster way to do that but if it is fast enough
then fine.
Regards,