Amoeba with constraints ??


Leech
02-16-2008, 12:15 PM
Dear all,

I'm using the Nelder & Mead amoeba subroutine (in fortran) for searching 4 variables that give me a minimum of a function. It turned out that the values found do not really fit to my problem, so I would like to apply some constraints on 2 of the variables (e.g. 0<a<3; 0<b).
So I would need an amoeba routine which allows me to apply constraints. Does such a routine exist in fortran???
If not, how should I proceed to solve this problem?
I tried to solve it inside the function but although I'm setting b=abs(b), the amoeba subroutine finds negative values of b, which is rather strange ...

please let me know if anybody can help me ....

Thanks in advance!!
Alex

kutta
10-08-2008, 06:21 AM
Dear all,

I'm using the Nelder & Mead amoeba subroutine (in fortran) for searching 4 variables that give me a minimum of a function. It turned out that the values found do not really fit to my problem, so I would like to apply some constraints on 2 of the variables (e.g. 0<a<3; 0<b).
So I would need an amoeba routine which allows me to apply constraints. Does such a routine exist in fortran???
If not, how should I proceed to solve this problem?
I tried to solve it inside the function but although I'm setting b=abs(b), the amoeba subroutine finds negative values of b, which is rather strange ...

please let me know if anybody can help me ....

Thanks in advance!!
Alex
Hello
Please try to write the exact functions in the main()
and try to complie,placing the three things 1)cpp file,header file and the main () file.in the same dirctory,and ifsuceesful u will get the required output.
Please note that this is C++ program.
Pplease let me get the feedback.
Thanking you
As
Kutta
:)

David Buchan
10-17-2008, 04:17 AM
Hi Leech,

Take a boo at my replies to the thread, "Simplex minimization of function in a limited research range?" and see if that's any help.

(My reply may be way too late)
Dave