| Re: Constrained Optimization routine [message #45248] |
Fri, 26 August 2005 08:05  |
James Kuyper
Messages: 425
Registered: March 2000
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Senior Member |
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Gianluca Li Causi wrote:
> Hi all,
> I'm wondering if anybody knows an IDL routine to perform minimization
> of a nonlinear function given functional constraints on the variables.
>
> I mean: I would minimize a nonlinear F(x0,...,xn) subject to the
> constraint G(x0,...,xn)=0, where G is another nonlinear function of the
> same variables.
>
> I know the very good TNMIN routine from Craig B. Markwardt, it can deal
> very well with simple boundary constraints on each variable (e.g. xi >
> low_boundary or xi < high_boundary), but it is not possible to define a
> limit constraint which is a function of more variables.
Have you tried CONSTRAINED_MIN()? It sounds like exactly what you're
looking for.
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| Re: Constrained Optimization routine [message #45333 is a reply to message #45248] |
Mon, 29 August 2005 06:55  |
Gianluca Li Causi
Messages: 21
Registered: August 2005
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Junior Member |
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Thanks James, I'd not tried it!
I've done it now upon your suggestion: it really does what I've
described, but I've realized that it does not work with my specific
problem, probably because one of my boundary G functions is a discrete
one!
In fact i have to minimize F so that a continuous G1 constraint is
satisfied AND a second discrete constraint, G2, (which is the number of
local maxima of F, so an integer value) is fixed.
Can you or anybody else suggest me a similar routine which also handle
discrete functions?
Many thanks!
Gianluca
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