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Re: mpfit and linear equality constraints [message #79135 is a reply to message #79065]

Tue, 31 January 2012 12:40

Mats Löfdahl
Messages: 263
Registered: January 2012

Senior Member

Den tisdagen den 31:e januari 2012 kl. 17:33:09 UTC+1 skrev Craig Markwardt:

> No computer can solve an equation exactly, it's a matter of
> tolerances.

OK, point taken...

>> I guess one could force the approximation of the constraints to be arbitrarily good by setting the tolerances for those equations as very small. But above you say that I should rescale the constraints equations so their residuals are comparable to the data constraints, so this does not seem to be what you mean.
>
> I would say that you should proceed iteratively. First put a looser
> tolerance on your constraint equations. Then when the equation is
> close to solved, tighten the tolerances. The solution should converge
> very quickly.

Oh, so that was what you meant. OK, it's a different approach from what I've used before but I can see that it would be doable. I think I'll give it a try. Thank you very much!

/Mats

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[Message index]

		mpfit and linear equality constraints By: Mats Löfdahl on Mon, 30 January 2012 08:32
		Re: mpfit and linear equality constraints By: Mats Löfdahl on Tue, 31 January 2012 12:40
		Re: mpfit and linear equality constraints By: Craig Markwardt on Tue, 31 January 2012 08:33
		Re: mpfit and linear equality constraints By: Mats Löfdahl on Tue, 31 January 2012 02:03
		Re: mpfit and linear equality constraints By: Craig Markwardt on Mon, 30 January 2012 13:56

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