Re: [Help-gsl] least-squares fitting or minimization with constrained parameters

2005-12-17 Thread Brian Gough
Frank Küster writes: > I am wondering whether (and how) it is possible to use the least-squares > fitting, or alternatively minimization functions of gsl with constrained > parameters. What I mean with this is that I want to force the function > into the correct local minimum by supplying info

Re: [Help-gsl] least-squares fitting or minimization with constrained parameters

2005-12-12 Thread Max Belushkin
The way I personally do it is as follows. Two examples given. Let's imagine we have two values (functions of the parameter vector) we want to constrain. F1(p) and F2(p). F1(p) must lie close to a value f1, and F2(p) must lie between f2_min and f2_max. We have a function chi_squared(p) we're mi

Re: [Help-gsl] least-squares fitting or minimization with constrained parameters

2005-12-09 Thread Frank Küster
[EMAIL PROTECTED] wrote: > Hi Frank, > let me try to give you a general answer which has nothing to do with GSL > library. The better, safest and probably faster way of introducing the > kind of constraints you mention is through a re-parameterization of the > problem. For instance, if you want to

Re: [Help-gsl] least-squares fitting or minimization with constrained parameters

2005-12-09 Thread g1ul10
Hi Frank, let me try to give you a general answer which has nothing to do with GSL library. The better, safest and probably faster way of introducing the kind of constraints you mention is through a re-parameterization of the problem. For instance, if you want to fit the sum of two exponentials a_

[Help-gsl] least-squares fitting or minimization with constrained parameters

2005-12-09 Thread Frank Küster
Hi, I am wondering whether (and how) it is possible to use the least-squares fitting, or alternatively minimization functions of gsl with constrained parameters. What I mean with this is that I want to force the function into the correct local minimum by supplying information which parameter valu