Re: Some linear constraints seem to be ignored in function
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- Subject: [mg132376] Re: Some linear constraints seem to be ignored in function
- From: Daniel Stariolo <daniel.stariolo at gmail.com>
- Date: Sun, 2 Mar 2014 01:06:12 -0500 (EST)
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Bob, thank you very much for your help. Indeed, changing the Method allows to get some improvement. Nevertheless stochastic methods like DifferentialEvolution or SimulatedAnnealing make a random walk on parameter space and when the excursion goes out of bounds the search stops with the message on the complex value of the logarithm. Then, you get a poor result, generally even far from a local minimum. A satisfactory workaround for the out of bounds problem that seems to work very well was proposed in this link "http://mathematica.stackexchange.com/questions/42999/nminimize-go-out-of-bounds-on-some-linear-constraints"; by Daniel Lichtblau.