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From "greg sterijevski (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-196) add support to constrained parameter estimation
Date Fri, 02 Sep 2011 03:00:10 GMT

    [ https://issues.apache.org/jira/browse/MATH-196?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13095734#comment-13095734
] 

greg sterijevski commented on MATH-196:
---------------------------------------

Luc, 

I am not sure if we are talking about the same implementation, but this paper argues differently:

http://www.damtp.cam.ac.uk/user/na/NA_papers/NA2009_06.pdf

-Greg

> add support to constrained parameter estimation
> -----------------------------------------------
>
>                 Key: MATH-196
>                 URL: https://issues.apache.org/jira/browse/MATH-196
>             Project: Commons Math
>          Issue Type: New Feature
>    Affects Versions: 1.2
>            Reporter: Luc Maisonobe
>            Assignee: Luc Maisonobe
>             Fix For: 3.0
>
>
> The current estimation package supports only unconstrained problems. It should at least
support simple bounds constrains on parameters.

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