| Re: optimization using IDL [message #7078 is a reply to message #7002] |
Fri, 20 September 1996 00:00   |
PREUSSER
Messages: 8
Registered: March 1993
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Junior Member |
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In article <323DE338.41C67EA6@gojira.berkeley.edu>, Karl Young <karl@gojira.berkeley.edu> wrote:
> I know this has been discussed before and I apologize for any
> redunancy. I am finding IDL's curvefit inadequate for the types
> of optimization I need to do. For one thing I need to do
> constrained optimization. I hacked curvefit to do a kludgy
> version of constrained optimization and a coleague put
> together an even better version but I'm at the point at which
> I really need an "industrial strength" constrained optimizer.
> (I went through the section in Bevington's book from which
> IDL's curvefit was culled and there didn't seem to be any really
> obvious ways to extend that algorithm to do the kind of
> constrained optimization that you find in modern textbooks on
> optimization, i.e. I generally couldn't find any way of
> extending standard Marquardt-Levinson type optimization, but
> maybe I'm reading the wrong books)
>
> So my question is; has anybody been in this situation with
> IDL and if so how did they deal with it ? E.g. has anybody
> written more sophisticated optimization code in IDL, do
> people generally call external Fortran or C routines from
> commercial or shareware packages, ... ? Any comments or
> suggestions greatly apreciated,
>
> -- Karl Young karl@gojira.berkeley.edu
Karl,
I have to make two comments on your request:
1) I have developped a curve fitting program running with PV-Wave
Advantage that allows generating starting values close to
the desired solution, so that often you do not need to apply
special constraints. At the moment, it is limited to fit with
a sequence of Gaussians and a quadratic polynomial. But you
are able to keep any parameter constant, that is, force it to
a certain value. The called solver is that of PV-Wave Advantage,
the Levenberg-Marquardt from Minpack. Anybody interested can
download the latest version from the following address:
http://www.fhi-berlin.mpg.de/~grz/pub/preusser.html
2) If you still need to use a solver with constraints of "industrial
strength", I recommend you to contact
WTI@aol.com or http://members.aol.com/WTI
They are a company specializing in constrained optimization, and
offer industrial solution at resonable prices. It is a group
split from IMSL.
Hope that will help you and others interested in this topic.
--
Dr. Albrecht Preusser | Basic Engineering:
Gemeinsames Rechenzentrum | ----------------------
Fritz-Haber-Institut der MPG | Nothing for nothing
Faradayweg 4-6 | Nothing for everything
D-14195 Berlin (Dahlem) | Nothing for ever
Phone: +49-30-8413-3220 | ----------------------
http://www.fhi-berlin.mpg.de/~grz/pub/preusser.html
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