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/