Re: [Help-gsl] constrained fdf multimin

[Brian Gough]

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. 

Hello, 

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/