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[Help-gsl] Nonlinear Solver With Bounds

From: Eskandar Ensafi
Subject: [Help-gsl] Nonlinear Solver With Bounds
Date: Thu, 13 Sep 2007 15:04:42 -0700 (PDT)


I would like to use the functions defined in
"gsl_multifit_nlin.h" to solve nonlinear least-squares
and general nonlinear minimization problems.  However,
I do not see a way to impose constraints (simple
bounds) on the model parameters (independent
variables).  This is particularly important in
problems where one or more model parameters must
always be positive, or if a weight parameter must
always be between 0 and 1.  How can this problem be
addressed in the current version of GSL?

Also, for those of you familiar with the PORT Library
<>, how does
GSL's nonlinear solver compare to the PORT versions in
terms of robustness?  I am specifically referring to
the PORT routines DN2FB and DN2GB, which were based on
NL2SOL, an adaptive nonlinear least-squares algorithm
(ACM TOMS Algorithm 573).



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