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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