Re: Constrained optimization.
- To: mathgroup at smc.vnet.net
- Subject: [mg20721] Re: Constrained optimization.
- From: "Atul Sharma" <atulksharma at yahoo.com>
- Date: Wed, 10 Nov 1999 00:17:39 -0500
- References: <firstname.lastname@example.org>
- Sender: owner-wri-mathgroup at wolfram.com
Although several competing products have built-in routines for non-linear constrained optimization, Mathematica has avoided this quagmire, at least up until version 3.0. There is a FAQ on the issue at http://support.wolfram.com/Math/Statistics/NonlinearOptimization.html, which essentially says this is an ongoing area of interest and, in the meantime, consider using penalty functions with FindMinimum. A recent post to this and related newsgroups advertising for a 'numerical analyst' with an interest in this question suggests that this may be an area of current development at WRI. Curiously, there is a third party application library sold via the WRI web site (http://support.wolfram.com/MathApps/GlobalOpt/index.html) that provides some pertinent functions. From the product description: "The function MultiStartMin is a hill-climbing algorithm that allows constraints. It is designed to be robust to local minima and to handle large problems. Testing has shown that it can solve problems with more than one hundred variables. No derivatives are required, and the function can even be nondifferentiable. Multiple starts allow the user to find multiple minima if they exist." I have no experience with it, though. Lastly, I note that Telos has announced imminent (Sept 99!) publication of a book by M Asghar Bhatti , Practical Optimization Methods with Mathematica, which the author was promoting at the recent Mathematica developers conference. A. Sharma ------------------------------------------------------------- Atul Sharma MD, FRCP(C) Pediatric Nephrologist, McGill University/Montreal Children's Hospital ISBN: 0387986316 | 592 Pages Year Published: 1999 Published by: Telos A. Sharma I. Ioannou wrote in message <805vso$dej at smc.vnet.net>... >Hi all, > >I am trying to run a nonlinear fit with constraints. I can't seem to find >a package in mathematica to do this, allthough I may have missed it. There >is a reference in Mathsource (0207-289, multiplier method) but I was >wondering if one of the available packages would work also. > >I have been workging with NonlinearFit and NonlinearRegress for example. >So I was wondering if I could use them for fits with constraints. > >Thanks for any pointers. > >John > > >-- > Ioannis I Ioannou phone: (206)-543-1372 > g-2 group, Atomic Physics fax: (206)-685-0635 > Department of Physics > University of Washington e-mail: iioannou at u.washington.edu >