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* Constrained minimization and maximization of a function
  2002-12-31  9:55 Constrained minimization and maximization of a function Viadrina
@ 2002-06-07  6:46 ` Viadrina
  2002-12-31  9:55 ` Brian Gough
  2002-12-31  9:55 ` Emmanuel Vazquez
  2 siblings, 0 replies; 6+ messages in thread
From: Viadrina @ 2002-06-07  6:46 UTC (permalink / raw)
  To: gsl-discuss

Hi, is someone working on constrained minimization of a function?
The provided routines do not support constrained minimization.

Przem



^ permalink raw reply	[flat|nested] 6+ messages in thread

* Re: Constrained minimization and maximization of a function
  2002-12-31  9:55 ` Emmanuel Vazquez
@ 2002-06-07 14:06   ` Emmanuel Vazquez
  0 siblings, 0 replies; 6+ messages in thread
From: Emmanuel Vazquez @ 2002-06-07 14:06 UTC (permalink / raw)
  To: sliwa; +Cc: gsl-discuss

Viadrina wrote:

>Hi, is someone working on constrained minimization of a function?
>

A first solution would be to consider using the Lagrangian / KT 
techniques but often it suffices to consider modifing the cost function 
in order to constrain parmeters, typically, a quadratic cost...


^ permalink raw reply	[flat|nested] 6+ messages in thread

* Re: Constrained minimization and maximization of a function
  2002-12-31  9:55 ` Brian Gough
@ 2002-06-11  1:01   ` Brian Gough
  0 siblings, 0 replies; 6+ messages in thread
From: Brian Gough @ 2002-06-11  1:01 UTC (permalink / raw)
  To: sliwa; +Cc: gsl-discuss

Viadrina writes:
 > Hi, is someone working on constrained minimization of a function?
 > The provided routines do not support constrained minimization.
 > 

There's some discussion on the list archives (search for "constrained")
at http://sources.redhat.com/ml/gsl-discuss/
but I haven't heard anything since then

regards
Brian Gough

^ permalink raw reply	[flat|nested] 6+ messages in thread

* Re: Constrained minimization and maximization of a function
  2002-12-31  9:55 Constrained minimization and maximization of a function Viadrina
  2002-06-07  6:46 ` Viadrina
  2002-12-31  9:55 ` Brian Gough
@ 2002-12-31  9:55 ` Emmanuel Vazquez
  2002-06-07 14:06   ` Emmanuel Vazquez
  2 siblings, 1 reply; 6+ messages in thread
From: Emmanuel Vazquez @ 2002-12-31  9:55 UTC (permalink / raw)
  To: sliwa; +Cc: gsl-discuss

Viadrina wrote:

>Hi, is someone working on constrained minimization of a function?
>

A first solution would be to consider using the Lagrangian / KT 
techniques but often it suffices to consider modifing the cost function 
in order to constrain parmeters, typically, a quadratic cost...


^ permalink raw reply	[flat|nested] 6+ messages in thread

* Re: Constrained minimization and maximization of a function
  2002-12-31  9:55 Constrained minimization and maximization of a function Viadrina
  2002-06-07  6:46 ` Viadrina
@ 2002-12-31  9:55 ` Brian Gough
  2002-06-11  1:01   ` Brian Gough
  2002-12-31  9:55 ` Emmanuel Vazquez
  2 siblings, 1 reply; 6+ messages in thread
From: Brian Gough @ 2002-12-31  9:55 UTC (permalink / raw)
  To: sliwa; +Cc: gsl-discuss

Viadrina writes:
 > Hi, is someone working on constrained minimization of a function?
 > The provided routines do not support constrained minimization.
 > 

There's some discussion on the list archives (search for "constrained")
at http://sources.redhat.com/ml/gsl-discuss/
but I haven't heard anything since then

regards
Brian Gough

^ permalink raw reply	[flat|nested] 6+ messages in thread

* Constrained minimization and maximization of a function
@ 2002-12-31  9:55 Viadrina
  2002-06-07  6:46 ` Viadrina
                   ` (2 more replies)
  0 siblings, 3 replies; 6+ messages in thread
From: Viadrina @ 2002-12-31  9:55 UTC (permalink / raw)
  To: gsl-discuss

Hi, is someone working on constrained minimization of a function?
The provided routines do not support constrained minimization.

Przem



^ permalink raw reply	[flat|nested] 6+ messages in thread

end of thread, other threads:[~2002-06-10 10:59 UTC | newest]

Thread overview: 6+ messages (download: mbox.gz / follow: Atom feed)
-- links below jump to the message on this page --
2002-12-31  9:55 Constrained minimization and maximization of a function Viadrina
2002-06-07  6:46 ` Viadrina
2002-12-31  9:55 ` Brian Gough
2002-06-11  1:01   ` Brian Gough
2002-12-31  9:55 ` Emmanuel Vazquez
2002-06-07 14:06   ` Emmanuel Vazquez

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