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
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