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[Help-gsl] Re: constraints over variables?


From: Claudio Ochoa
Subject: [Help-gsl] Re: constraints over variables?
Date: Sat, 19 May 2007 18:57:46 +0200
User-agent: Thunderbird 1.5.0.10 (X11/20070306)

address@hidden wrote:
> Date: Fri, 18 May 2007 10:28:18 -0600
> From: Patrick Alken <address@hidden>
> Subject: Re: [Help-gsl] constraints over variables?
> To: address@hidden
> 
> I believe this problem is called the inequality-constrained least
> squares problem, and is generally difficult to solve for the linear
> case - you might find some codes on google to do it.
> 
> One way to do it within the framework of gsl, would be to use the
> nonlinear least squares solver, and add a large value to the
> error function if the solver tries negative coefficient values.
>

Thanks a lot for the info, I will try it to see if it works.





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