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[Help-gsl] Computing Nelder-Mead Simplex
From: |
Humberto Luiz Razente |
Subject: |
[Help-gsl] Computing Nelder-Mead Simplex |
Date: |
Fri, 8 Jun 2007 13:55:30 -0300 (BRT) |
User-agent: |
SquirrelMail/1.4.7 |
Hello,
I am trying to find the minima for the equations:
m + n - 153 >= 0
m + o - 250 >= 0
m + p - 294 >= 0
n + o - 210 >= 0
n + p - 184 >= 0
o + p - 133 >= 0
I want to minimize (m + n + o + p).
So I wrote the minimization function:
double my_f (const gsl_vector *v, void *params) {
double m = gsl_vector_get(v,0);
double n = gsl_vector_get(v,1);
double o = gsl_vector_get(v,2);
double p = gsl_vector_get(v,3);
return m + n + o + p;
}
and I am trying to adapt the example in the GSL manual.
The question is: I have 4 variables {m,n,o,p} and 6 equations.
How do I set the parameters to minimize my function using Simplex?
Thanks in advance,
Humberto Razente
address@hidden
- [Help-gsl] Computing Nelder-Mead Simplex,
Humberto Luiz Razente <=