Thanks for this good idea !
Arnaud
2012/5/1 Ted Harding <ted.hard...@wlandres.net>
> On 01-May-2012 19:58:41 Arnaud Mosnier wrote:
> > Dear UseRs,
> >
> > Is there a way to define the lower-upper bounds for parameters
> > fitted by optim using the Nelder-Mead method ?
> >
> > Thanks,
> > Arnaud
>
> The Nelder-Mead method does not provide built-in capability
> to set bounds on the range of paramaters. However, you can
> achieve it "by hand" by re-defining the function being
> minimised, so that it tests whether an out-of-range parameter
> parameter value is being used.
>
> If not out-of-range, then return the standard value of the function.
> If out-of range, then return a very large value.
>
> Nelder-Mead will very happily "bounce off" high walls of this
> kind, and if the minimum of the function is at the wall will
> happily converge as close to it as you please.
>
> Hoping this helps,
> Ted.
>
> -------------------------------------------------
> E-Mail: (Ted Harding) <ted.hard...@wlandres.net>
> Date: 01-May-2012 Time: 22:39:15
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