| forum.alglib.net http://forum.alglib.net/ |
|
| How can I define the constrant bound of CG optimizer? http://forum.alglib.net/viewtopic.php?f=2&t=301 |
Page 1 of 1 |
| Author: | ymsysu [ Mon Feb 14, 2011 8:16 am ] |
| Post subject: | How can I define the constrant bound of CG optimizer? |
Hi everybody, I'm using Conjugate Gradient Method to optimize an real 1d array x, each element of x corresponds to a position of an image, so...they should be larger than 0 and smaller than width/height of the image. How can I encode these constraints to my optimizer? Thx pretty much~ |
|
| Author: | Sergey.Bochkanov [ Mon Feb 14, 2011 12:31 pm ] |
| Post subject: | Re: How can I define the constrant bound of CG optimizer? |
If you have boundary constraints only, you can use minasa subpackage, which supports optimization with constraints like a<=x<=b. Internally it uses nonlinear CG. |
|
| Author: | ymsysu [ Tue Feb 15, 2011 5:24 am ] |
| Post subject: | Re: How can I define the constrant bound of CG optimizer? |
Sergey.Bochkanov wrote: If you have boundary constraints only, you can use minasa subpackage, which supports optimization with constraints like a<=x<=b. Internally it uses nonlinear CG. Thx. It works :-) |
|
| Page 1 of 1 | All times are UTC |
| Powered by phpBB © 2000, 2002, 2005, 2007 phpBB Group http://www.phpbb.com/ |
|