commons-issues mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From "Luc Maisonobe (Resolved) (JIRA)" <>
Subject [jira] [Resolved] (MATH-196) add support to constrained parameter estimation
Date Mon, 28 Nov 2011 08:36:39 GMT


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:
>             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.

This message is automatically generated by JIRA.
If you think it was sent incorrectly, please contact your JIRA administrators:!default.jspa
For more information on JIRA, see:


View raw message