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Re: [Help-gsl] constrained fdf multimin

From: Tim Fenn
Subject: Re: [Help-gsl] constrained fdf multimin
Date: Sat, 20 Jan 2007 14:25:22 -0800
User-agent: Mutt/1.5.12-2006-07-14

On Sat, Jan 20, 2007 at 11:17:02AM +0000, Brian Gough wrote:
> 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. 
> 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.

It won't take long to incorporate a user-callback - I'll see what I
can do over the next day or two.  I hadn't given much thought to the
backtracking idea, but that wouldn't be terribly difficult as a next



        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


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