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Which Minimizer to Use.

One of the historically interesting advantages of Minuit is that it was probably the first minimization program to offer the user a choice of several minimization algorithms. This could be taken as a reflection of the fact that none of the algorithms known at that time were good enough to be universal, so users were encouraged to find the one that worked best for them. Since then, algorithms have improved considerably, but Minuit still offers several, mostly so that old users will not feel cheated, but also to help the occasional user who does manage to defeat the best algorithms. Minuit currently offers five commands which can be used to find a smaller function value, in addition to a few others, like [MINOs]MINOS and [IMProve]IMPROVE, which will retain a smaller function value if they stumble on one unexpectedly (or, in the case of [IMProve]IMPROVE, hopefully). The commands which can be used to minimize are:



Janne Saarela
Mon Apr 3 15:36:46 METDST 1995