Levenberg Marquardt for Delphi + support for constraints

Rozh · **Joined:** Sat Apr 27, 2013 2:11 pm **Posts:** 2

Hello

I am in desperate need for the Levenberg Marquardt for Delphi with constraints (and with numerical analysis of Jacobian and Hessian, as I cannot provide an analytic expression for those) .

I can find couple of libraries providing the optimization, but I have searched for very long time now, and no one else provides the algorithm including the option for constraints. I have downloaded the 2.6 version of AlgLib, but this does not allow for constraints (is this correct? I could not find it anyways).

Is there any chance that the 3.x branch will be ported to Delphi anytime soon ? Or alternatively that the 2.x branch including Delphi supported will be updated to include support for constraints ? I dont know if iot will make sense but could one make an ActiveX object to be accessed from Delphi or a dll ?

I will be eternally grateful if you can help me

Kind regards
Rozh

Rozh · **Joined:** Sat Apr 27, 2013 2:11 pm **Posts:** 2

Hello again

I am still looking for an answer to this question. Can anyone help med please ?

best regards
Rozh

zzafarsuppari · **Joined:** Mon Jan 26, 2015 12:32 pm **Posts:** 1

I am using c# and it is in the alglibinternal component.

dediggefedde · **Joined:** Sun Sep 28, 2014 1:01 am **Posts:** 3

As far as I know, constraints in C++ can be used by calling

Code:

real_1d_array param= "[1,2,3]";
real_1d_array bndl = "[-1e8,-1e8,-1e8]";
real_1d_array bndu = "[1e8,1e8,1e8]";
lsfitsetbc(state, bndl, bndu);

In this case, a fit that is supposed to fit 3 parameters will limit the area of parameters from -1e8 to 1e8.
To fixate a parameter during a fit, you can set

Code:

bndl[1]=bndu[1]=param[1];

So param[1] won't get changed...

At least that's how I understood this option.^^
And as the .h file states, this function is copyrighted at the 14.01.2011, so I suppose it's also available in the delphi package?

If you meant other kinds of constrains then I', sorry for misunderstanding your question.

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