Boundary conditions for LM method
Gurnett
01-05-2003, 05:37 PM
Iäm looking for a method as to place boundary conditions on the sought after variables ie Energy, intensity etc. The code doesnät include this and I'm a bit confused how to do this.
Hope someone can help
Gurnett
01-08-2003, 02:30 PM
I figured it out. You simply re-parametise your unconstrained variables.
For those that are having the same problem. This is a method of doing it
in the case of a variable to be bound between a and (a+b), use
q=a+b(exp(x))(1+exp(x))
where x is the unconstrained variable. Hope this helps someone.
jineshjain
04-21-2004, 08:38 AM
Can you please elaborate how the re-parametrization in the way you suggest bounds the unconstrained variables?
Gurnett
04-22-2004, 02:58 AM
Hello I will give you the following link
http://www.id.unizh.ch/software/unix/statmath/sas/sasdoc/stat/chap19/sect41.htm
which gives a number of techniques for different constriant.
Say you have a variable, q, in and equation y= sin(q), (not very
interesting example) and you want to constrain q to between 0 and 360, you
would rewrite the equation using a variable q' which is unbound with
q=0+360*(exp(q'))/(1+exp(q')) so that
y=sin(0+360*(exp(q'))/(1+exp(q')) )
Now the only problem is overflow due too values of q' that give large values
when evaluated in the exp function. These can be simply capped by statements
such as
if q'>20 q'=20
if q'<-20 q'=-20
This method has worked very well for my cases using combinations of the
various constraints found on the links above