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Re: Constrained optimization.

  • To: mathgroup at
  • Subject: [mg20721] Re: Constrained optimization.
  • From: "Atul Sharma" <atulksharma at>
  • Date: Wed, 10 Nov 1999 00:17:39 -0500
  • References: <805vso$>
  • Sender: owner-wri-mathgroup at

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, 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

Curiously, there is a third party application library sold via the WRI web
site ( 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

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>...
>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.
>      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

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