Hello,

I am trying to solve a non-linear optimization problem with constraints using the VBA implementation of the AS algorithm. I found an example of the use of the Levenberg-Marquardt algorithm here:

viewtopic.php?f=2&t=76. Is the AS algorithm used in the same way? Moreover, I did not fully grasp how I should include my target function / gradient. The example format seems to be the following:

Do While MinLMIteration(State)

X = State.X(0#)

Y = State.X(1#)

If State.NeedF then

State.F = Square(X-2#*Y)+Square(X-2#)+Square(Y-1#)

End If

If State.NeedFiJ then

State.Fi(0#) = X-2#*Y

State.Fi(1#) = X-2#

State.Fi(2#) = Y-1#

State.J(0#,0#) = 1#

State.J(0#,1#) = -2#

State.J(1#,0#) = 1#

State.J(1#,1#) = 0#

State.J(2#,0#) = 0#

State.J(2#,1#) = 1#

End If

Loop

To be sure, could you explain what the State.Fi and State.J statements mean?