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Re: [Help-gsl] How to constrain parameters in NonLinear Least-Squares Fi


From: Patrick Alken
Subject: Re: [Help-gsl] How to constrain parameters in NonLinear Least-Squares Fitting?
Date: Mon, 30 Jun 2014 12:29:09 -0600
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:24.0) Gecko/20100101 Thunderbird/24.5.0

I don't have a link, but using the example in the manual, in the exp_f() function, you could check if the parameters are in a certain range and if not, add a large value to the corresponding residual, say 1000.0.

Alternatively, the GPL levmar library (http://users.ics.forth.gr/~lourakis/levmar) contains direct support for constrained nonlinear least squares optimization.

Patrick

On 06/30/2014 12:10 PM, Eduardo N. Hering wrote:
Thanks for your answer, Patrick.

Can you send me a link with an example on where the
penalty function should be called, and which format
should it have?

Thanks a lot.

Eduardo.


On 30 Jun 2014, at 18:59, Patrick Alken <address@hidden> wrote:

This is not currently possible in GSL, unless you check the parameter values 
yourself and increase the penalty function accordingly.

On 06/24/2014 11:03 AM, Eduardo N Hering wrote:
Hello.

Is it possible to constrain parameters in nonlinear least-squares fitting?

Thanks for your attention,



E.N.Hering, D.Sc.

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E.N.Hering, D.Sc.

address@hidden
http://www.enhering.com
_______________________________________

I support PETA.org.
"Animals are NOT ours to eat, wear,
experiment on, use for entertainment or
abuse in any way” PETA.org
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