Comments (5)
This should have
type Bound struct{Min float64; Max float64}
and
type LinearConstraint struct{
A *mat64.Dense
b []float64
}
instead of the anonymous types.
from optimize.
This currently has a problem in that there is no way to communicate how many non-linear constraints there are. We could have a NumConstraints(), but that would be unfortunate. Maybe just mandate that Constraints has to allow nil arguments the first time.
from optimize.
I took an initial stab at this on my fork at https://github.com/hypoactiv/optimize today. Comments and criticism are welcome. A few notes on my changes:
- I didn't yet do anything to update the testing system to the new style, so 'go test' won't run.
- I removed the FunctionInfo struct that was originally being passed around, since it seemed redundant after introducing the Problem struct. Instead of using funcInfo.IsGradient, etc, I check if p.Grad != nil.
- The Problem struct currently doesn't have any fields for constraints.
from optimize.
Would you mind making a pull request? Even if incomplete it's much easier to look at the diff.
from optimize.
Done. This is mostly to see if I understand what you and @vladimir-ch have in mind, but may also serve as a starting point for future modifications.
from optimize.
Related Issues (20)
- Clearly define meaning of the various iteration types HOT 5
- Make optimize silent by default
- Method does not need ProblemInfo HOT 1
- LinesearchMethod.Iterate() is subtly wrong HOT 6
- Better name for ErrNonNegativeStepDirection
- Linesearchers should check function value before asking for gradient HOT 8
- Linesearchers should test function decrease to within a tolerance HOT 2
- Pass a copy of X to evaluation routines HOT 2
- Change the order of arguments for evaluation routines like Grad() and Hess()
- Remove Linesearcher.Finished()
- Change FunConst and GradConst to DecreaseFactor and CurvatureFactor
- [question] MajorIterations settings HOT 4
- optimize: curve-fitting - implement Levenberg-Marquardt algorithm (damped least-squares) HOT 7
- optimize: Add CMA-ES optimization algorithm HOT 3
- optimize: Repo description should not end with a "." HOT 4
- optimize: NewPrinter should accept an io.Writer HOT 1
- optimize: allow constrained optimization HOT 6
- Update of OptLoc on every iteration causes flaky optimization runs HOT 11
- Statuser docs are not accurate
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from optimize.