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. It basically changes the fdf initialization method from:
gsl_multimin_fdfminimizer_set (gsl_multimin_fdfminimizer * s,
gsl_multimin_function_fdf * fdf, const gsl_vector * x, double
step_size, double tol)
to:
gsl_multimin_fdfminimizer_set (gsl_multimin_fdfminimizer * s,
gsl_multimin_function_fdf * fdf, const gsl_vector * x, const
gsl_vector * lower_bound, const gsl_vector * upper_bound, double
step_size, double tol)
the lower and upper bound vectors can be NULL.
I didn't put much heavy-work into this (also setting up the f
minimizer to work, thorough structures for user-defined callback
constraints, etc), but I can if it seems worthwhile for inclusion into
GSL.
Regards,
Tim
--
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Tim Fenn
[EMAIL PROTECTED]
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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multimin_bound.patch.gz
Description: Binary data
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