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From "Luc Maisonobe (Resolved) (JIRA)" <j...@apache.org>
Subject [jira] [Resolved] (MATH-196) add support to constrained parameter estimation
Date Mon, 28 Nov 2011 08:36:39 GMT

     [ https://issues.apache.org/jira/browse/MATH-196?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Luc Maisonobe resolved MATH-196.
--------------------------------

    Resolution: Fixed

Fixed in subversion repository as of r1206821.

Some optimizers (CMA-ES and Bobyqa, still under development) support natively simple bounds
constrained optimization. For direct optimizers not supporting natively simple bounds constrained
optimization, two function adapters have been set up, using either a penalty function or a
mapping to unbounded variables.
                
> 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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