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Re: [Help-gsl] constrained fdf multimin


From: Brian Gough
Subject: Re: [Help-gsl] constrained fdf multimin
Date: Wed, 14 Feb 2007 16:16:42 +0000
User-agent: Wanderlust/2.14.0 (Africa) Emacs/21.3 Mule/5.0 (SAKAKI)

At Wed, 31 Jan 2007 10:45:20 -0800,
Tim Fenn wrote:
> Again, I've attached the patch, which works the same as the previous
> implementation.  All my tests have been using fdf minimizers - the
> modifications haven't been made to the nelder mead algorithm, but
> certainly could be.

Hello,

I think it should be possible to provide a limited sort of constraints
without changing the existing GSL API at all, just by handling
infinity in the line search more gracefully.  That would be my
preferred option.  If it is possible to do that I would add it.

Otherwise, take a look at the "Open Optimisation Library" listed at
http://www.gnu.org/software/gsl/#extensions for a more complete
solution to the problem.

Also see the section http://www.gnu.org/software/gsl/#volunteer for
information on the best way to write new functionality.

-- 
best regards,

Brian Gough
(GSL Maintainer)





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