Scaling the data and other constant parameters of the objective function
so that the elements of the gradient are of approximately the same
order of magnitude will help improve accuracy of the Hessian approximation.
This can help a lot in obtaining convergence, and the results will
have higher accuracy. This program
illustrates. The output is
/home/sh/Dokumenter/octave/octave-forge/main/optim/doc/tip1.outYou can see that the scaled data gives a more accurate solution, using less than half the iterations.