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MIGRAD

This is the best minimizer for nearly all functions. It is a variable-metric method with inexact line search, a stable metric updating scheme, and checks for positive-definiteness. It will run faster if you [SET STRategy]SET STRATEGY 0 and will be more reliable if you [SET STRategy]SET STRATEGY 2 (although the latter option may not help much). Its main weakness is that it depends heavily on knowledge of the first derivatives, and fails miserably if they are very inaccurate. If first derivatives are a problem, they can be calculated analytically inside FCN (see elsewhere in this writeup) or if this is not feasible, the user can try to improve the accuracy of Minuit's numerical approximation by adjusting values using the [SET EPSmachine]SET EPS and/or [SET STRategy]SET STRATEGY commands (see Floating Point Precision and [SET STRategy]SET STRATEGY).


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