Here's the updated documentation entry on fMin and fMax. I'm also posting a new version of optimization.cc/h in the respective thread.
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fMin-fMax documentation.zip [1.02 Kio]
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| fMin and fMax functions http://pcm1.e.ujf-grenoble.fr/forum/viewtopic.php?f=4&t=1989 |
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| Auteur: | lukamar [ Jeu Jan 18, 2018 7:44 am ] |
| Sujet du message: | fMin and fMax functions |
Hello, I see that functions fMin and fMax can search for (constrained) extrema of functions of more than one variable (judging by a working example for fMin). This functionality is not documented. How exactly do fMin and fMax work in such cases? Thanks. |
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| Auteur: | parisse [ Jeu Jan 18, 2018 2:16 pm ] |
| Sujet du message: | Re: fMin and fMax functions |
It does use a public domain implementation of the cobyla algorithm. |
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| Auteur: | lukamar [ Ven Jan 19, 2018 8:16 am ] |
| Sujet du message: | Re: fMin and fMax functions |
That's great, I wasn't aware that fMin and fMax are so powerful. I'll prepare some additions to the existing documentation so this functionality won't pass unnoticed by the future users. Also, a clone of Maple's NLPSolve is now just a few steps away, I'll post a new version of optimization.cc/.h, including nlpsolve function and the corresponding documentation over the weekend (which will together with lpsolve, minimize and maximize provide a full, free replacement of the Maple's Optimization package). Does the cobyla algorithm need a feasible initial point or that's not necessary? |
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| Auteur: | parisse [ Ven Jan 19, 2018 8:43 am ] |
| Sujet du message: | Re: fMin and fMax functions |
A guess is required, the syntax is fMin/fMax(expression,[constraints],[variables],[guess] with optional args: ...,eps,maxiter) |
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| Auteur: | lukamar [ Lun Jan 22, 2018 7:08 am ] | ||
| Sujet du message: | Re: fMin and fMax functions | ||
Here's the updated documentation entry on fMin and fMax. I'm also posting a new version of optimization.cc/h in the respective thread.
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