Dear Barrett, Thank you for the tip. I thoght about doing something similar, but I was worried that it would impact the convergence properties of the algorithm and alter the parameter correlation matrix. Perhaps this is not an issue after all -- is it?
Thanks again, Eskandar --- "Barrett C. Foat" <[EMAIL PROTECTED]> wrote: > Hi Eskandar, > > You can impose constraints on model parameters by > defining auxiliary > functions. For example if you want a parameter b to > always be positive, > you add it to the function as c^2 and then after the > algorithm converges > on a value (positive or negative) for c, you just > square it to get your > final value of b. Likewise, you can impose any > arbitrary range using sin > or cos. For example if you want values of b only > between 0 and 1, you can > represent it by (0.5 * (cos(c) + 1)). No matter what > value c takes during > the minimization, b = (0.5 * (cos(c) + 1)) is always > between, 0 and 1 > inclusive. > > Sorry, I'm not familiar with the PORT library. > > Barrett Foat > > On Thursday 13 September 2007 17:04, Eskandar Ensafi > wrote: > > Hi, > > > > 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 > > <http://www.bell-labs.com/project/PORT>, 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). > > > > Thanks! > > > > Eskandar > > > > > > > > > > > ________________________________________________________________________ > >____________ Need a vacation? Get great deals > > to amazing places on Yahoo! Travel. > > http://travel.yahoo.com/ > > > > > > _______________________________________________ > > Help-gsl mailing list > > [email protected] > > http://lists.gnu.org/mailman/listinfo/help-gsl > > > _______________________________________________ > Help-gsl mailing list > [email protected] > http://lists.gnu.org/mailman/listinfo/help-gsl > ____________________________________________________________________________________ Got a little couch potato? Check out fun summer activities for kids. http://search.yahoo.com/search?fr=oni_on_mail&p=summer+activities+for+kids&cs=bz _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
