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| Select Parameters to Optimize http://forum.alglib.net/viewtopic.php?f=2&t=4590 |
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| Author: | mmalburg [ Fri Jan 12, 2024 9:37 pm ] |
| Post subject: | Select Parameters to Optimize |
I have a function of "n" variables for optimization. However, in some cases I only want to optimize certain variables and leave the others at fixed values. For my other work i carry a Boolean array indicating which variable to optimize. I'm new to Alglib. Is there a way to do this here? |
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| Author: | Sergey.Bochkanov [ Sun Jan 14, 2024 11:34 pm ] |
| Post subject: | Re: Select Parameters to Optimize |
Hi! You can use a box constrained optimizer from ALGLIB and fix that variables by specifying BndL=BndU for them. Another option is to modify your function in such a way that it does not depend on these specific parameters, e.g. reads them from a fixed values list. In this case you may get away with unconstrained optimizers like LBFGS, they converge somewhat better. Sergei |
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