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MathGroup Archive 2001

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Searching over real values only

  • To: mathgroup at
  • Subject: [mg32018] Searching over real values only
  • From: "Johannes Ludsteck" <johannes.ludsteck at>
  • Date: Wed, 19 Dec 2001 04:28:51 -0500 (EST)
  • Organization: Universitaet Regensburg
  • Sender: owner-wri-mathgroup at

Dear MathGroup Members,
sorry for bothering you with questions being not really

Sometimes I have to maximize (likelihood) functions which
are defined for real values only.
When I use FindMinimum, it sometimes
jumps out of the real tracks and breaks.
(When I use statistical standard routines, for 
example in Gauss or Stata, these Problems don't arise.
But these packages simply apply Quasi-Newton search,
which is a possible option in FindMinimum.) 

Is there a simple *general* method to restrict the parameters
to the real space? 

Thanks and best regards,
	Johannes Ludsteck

Johannes Ludsteck
Institut fuer Volkswirtschaftslehre
Lehrstuhl Prof. Dr. Moeller
Universitaet Regensburg
Universitaetsstrasse 31
93053 Regensburg
Tel +49/0941/943-2741

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