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mmalburg
 Post subject: Select Parameters to Optimize
PostPosted: Fri Jan 12, 2024 9:37 pm 
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Joined: Fri Jan 12, 2024 9:35 pm
Posts: 1
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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Sergey.Bochkanov
 Post subject: Re: Select Parameters to Optimize
PostPosted: Sun Jan 14, 2024 11:34 pm 
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Joined: Fri May 07, 2010 7:06 am
Posts: 927
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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