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Re: [Help-gsl] constrained fdf multimin Brian Gough Mon Jan 22 00:12:17 2007

At Wed, 17 Jan 2007 12:14:15 -0800,
Tim Fenn wrote:
> I know the idea of constrained multimin refinement has come up on
> several occasions, and I recently made some changes to the multimin
> code to allow for very simple bound constraints (primarily for some of
> my own problems, but I thought the code could be useful).  I've
> attached the patches, but I'm curious to hear if the
> style/format/method I've incorporated seems reasonable. 


This certainly does the job.  It might be possible to get close to
that within the existing API, by having the user-defined function
return +Inf for points outside the constraints.  The minimiser could
be modified to use that as a signal to backtrack.  This would allow
arbitrary constraints, but loses the advantage of knowing exactly
where the edge of the allowed region is.

Brian Gough

Network Theory Ltd,
Publishing Free Software Manuals --- http://www.network-theory.co.uk/

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