Searching over real values only
- To: mathgroup at smc.vnet.net
- Subject: [mg32018] Searching over real values only
- From: "Johannes Ludsteck" <johannes.ludsteck at wiwi.uni-regensburg.de>
- Date: Wed, 19 Dec 2001 04:28:51 -0500 (EST)
- Organization: Universitaet Regensburg
- Sender: owner-wri-mathgroup at wolfram.com
Dear MathGroup Members, sorry for bothering you with questions being not really Mathematica-specific. 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