forum.alglib.net

Hello!
I'm trying to understand whether alglib could help me in solving an optimization problem. So I'm asking you some small advice that I can take as reference to develop the final code.

The problem is the following. I'm running real time measurements driven by a certain set of inputs (voltages) controlled programmatically. The inputs must be optimized such that the resulting measurement obeys given constraints. I don't have any clue on the function that relates the measurement and the inputs.

The idea of the algorithm to be implemented is to start from an initial guess, calculate the next step with a function from the alglib library, use the calculated step to run another measurement. Iterate till convergence.

What makes me writing this thread is that it seems that algorithms like bleic need the address of a function as an input, but I cannot provide it. Maybe the solutions implies to split the bleic internal code and to run its low level functions separately.

Is it possible to run this making use of the alglib library?

I'm quite new to optimization and I feel pretty much lost between bleic lm and so on..

Thanks and best regards!

There it is: minbleiciteration

What I have to do than is "adapt" minbleicoptimize.

I hope I'm heading to the right direction..