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[Help-gsl] constrained fdf multimin

From: Tim Fenn
Subject: [Help-gsl] constrained fdf multimin
Date: Wed, 17 Jan 2007 12:14:15 -0800
User-agent: Mutt/1.5.12-2006-07-14

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.  It basically
changes the fdf initialization method from:

gsl_multimin_fdfminimizer_set (gsl_multimin_fdfminimizer * s,
  gsl_multimin_function_fdf * fdf, const gsl_vector * x, double
  step_size, double tol)


gsl_multimin_fdfminimizer_set (gsl_multimin_fdfminimizer * s,
  gsl_multimin_function_fdf * fdf, const gsl_vector * x, const
  gsl_vector * lower_bound, const gsl_vector * upper_bound, double
  step_size, double tol)

the lower and upper bound vectors can be NULL.

I didn't put much heavy-work into this (also setting up the f
minimizer to work, thorough structures for user-defined callback
constraints, etc), but I can if it seems worthwhile for inclusion into



        Tim Fenn
        Stanford University, School of Medicine
        James H. Clark Center
        318 Campus Drive, Room E300
        Stanford, CA  94305-5432
        Phone:  (650) 736-1714
        FAX:  (650) 736-1961


Attachment: multimin_bound.patch.gz
Description: Binary data

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