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[Help-gsl] over-constrained multidimensional root finding
From: |
Dan Stahlke |
Subject: |
[Help-gsl] over-constrained multidimensional root finding |
Date: |
Sun, 30 Jan 2011 02:07:08 +0000 (UTC) |
User-agent: |
Pan/0.133 (House of Butterflies) |
It appears that all of GSL's multidimensional root finding routines
require that the number of constraints equals the number of variables.
For the problems that I want to solve, this rarely is the case.
Typically I have constraints that outnumber the variables, and it may or
may not be the case that some of these end up being redundant (it is not
easy for me to determine this) so the problem may be over-constrained or
under-constrained. Does GSL have any root finders that would be
applicable in this case? Currently I rely on the annealing algorithms
but this does not find the solution very fast.
Thanks,
Dan
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