A function for finding constrained minimum

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A function for finding constrained minimum - mb10@live.it

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mb10		#1 Posted : 12 September 2013 22:53:02(UTC)
Rank: Member Groups: Registered Joined: 27/08/2013(UTC) Posts: 19 Was thanked: 9 time(s) in 5 post(s)		Attached is a snippet function for calculating the constrained minimum of a scalar function J(x) of several variables. More specifically it solves the problem: minimize J(x) in the domain xm <= x <= xM subject to: g(x)>=0; (a vector function of m potentially nonlinear inequality constraints) Ax = b; (r linear equality constraints, A being an rxn* matrix) The algorithm has been adapted from this article (in particular from eqn. (7) on page 4): http://www.ajbasweb.com/ajbas/2011/894-909.pdf. Edited by user 13 September 2013 01:44:41(UTC) \| Reason: Not specified File Attachment(s): minimizer.sm (13kb) downloaded 123 time(s). minimizerExamples_v01.sm (40kb) downloaded 112 time(s).

2 users thanked mb10 for this useful post.		on 12/09/2013(UTC), on 12/09/2013(UTC)
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mkraska		#2 Posted : 12 September 2013 23:14:21(UTC)
Rank: Advanced Member Groups: Registered Joined: 15/04/2012(UTC) Posts: 1,988 Was thanked: 1126 time(s) in 723 post(s)		I attached a version with function arguments. In the definition, the formal parameter is a function name with the numbers of arguments given, in the call the actual parameter is the function with an UNDEFINED variable as dummy argument, Thus, minimize(J(x), g(x), x ... won't work because x is bound to the initial values vector. File Attachment(s): minimizerExamples_Kr.sm (39kb) downloaded 123 time(s).
		Martin Kraska Pre-configured portable distribution of SMath Studio: https://smath.com/wiki/SMath_with_Plugins.ashx

1 user thanked mkraska for this useful post.		on 12/09/2013(UTC)
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mb10		#3 Posted : 13 September 2013 00:07:22(UTC)
Rank: Member Groups: Registered Joined: 27/08/2013(UTC) Posts: 19 Was thanked: 9 time(s) in 5 post(s)		@ Martin Kraska: With your changes (and changing the names in the body of the algorithm as well), it seems to work fine now, and I will soon update both files accordingly. Thank you very much for your explanations! mb


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mb10		#4 Posted : 13 September 2013 01:26:21(UTC)
Rank: Member Groups: Registered Joined: 27/08/2013(UTC) Posts: 19 Was thanked: 9 time(s) in 5 post(s)		The attachments in the first post have been updated according to the suggestions of M. Kraska.


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