Re: [math] constrained optimization

2011-11-27 Thread Luc Maisonobe
Hello, Le 14/11/2011 16:34, luc.maison...@free.fr a écrit : > Hi Gilles, > > - Mail original - >> Hi. >> [...] > > In this case, the new API with boundaries setting should not be > set at > the level of the abstract class that is share by CMA-ES, Bobyqa, > Ne

Re: [math] constrained optimization

2011-11-14 Thread luc . maisonobe
Hi Gilles, - Mail original - > Hi. > > > > [...] > > >> > > >> In this case, the new API with boundaries setting should not be > > >> set > > >at > > >> the level of the abstract class that is share by CMA-ES, Bobyqa, > > >> Nelder-Mead and MultiDirectional. > > > > > >You are right but

Re: [math] constrained optimization

2011-11-14 Thread Gilles Sadowski
Hi. > > [...] > >> > >> In this case, the new API with boundaries setting should not be set > >at > >> the level of the abstract class that is share by CMA-ES, Bobyqa, > >> Nelder-Mead and MultiDirectional. > > > >You are right but this was considered as a compromise in order to avoid > >an > >ad

Re: [math] constrained optimization

2011-11-11 Thread Luc Maisonobe
Le 10/11/2011 23:39, Gilles Sadowski a écrit : > Hi. > >> [...] > >> >> Another argument for not hiding the mapping is that another poor man's >> approach is to use a penalty (when the optimizer's "guess" falls out of >> bounds) and I wonder whether some algorithm cou

Re: [math] constrained optimization

2011-11-10 Thread Gilles Sadowski
Hi. > [...] > >>> > > Another argument for not hiding the mapping is that another poor > >> man's > approach is to use a penalty (when the optimizer's "guess" falls > >> out of > bounds) and I wonder whether some algorithm could behave better > >> with one or > the other a

Re: [math] constrained optimization

2011-11-10 Thread Luc Maisonobe
Le 09/11/2011 22:44, Luc Maisonobe a écrit : > > > > Gilles Sadowski a écrit : > >> Hello. >> >> >> Gilles has started adding an API for simple bounds constraints in >> optimization, which will soo be available for both Bobyqa and >> CMA-ES, as >> both method naturally support

Re: [math] constrained optimization

2011-11-09 Thread Luc Maisonobe
Gilles Sadowski a écrit : >Hello. > >> >>> >> >>> Gilles has started adding an API for simple bounds constraints in >> >>> optimization, which will soo be available for both Bobyqa and >CMA-ES, as >> >>> both method naturally support such constraints. >> >>> >> >>> I wondered if we could take

Re: [math] constrained optimization

2011-11-09 Thread Gilles Sadowski
Hello. > >>> > >>> Gilles has started adding an API for simple bounds constraints in > >>> optimization, which will soo be available for both Bobyqa and CMA-ES, as > >>> both method naturally support such constraints. > >>> > >>> I wondered if we could take the opportunity to set up a poor man > >

Re: [math] constrained optimization

2011-11-08 Thread Luc Maisonobe
Hi Gilles, Le 08/11/2011 16:29, Gilles Sadowski a écrit : >>> Hi all, > > Hi Luc. > >>> >>> Gilles has started adding an API for simple bounds constraints in >>> optimization, which will soo be available for both Bobyqa and CMA-ES, as >>> both method naturally support such constraints. >>> >>> I

Re: [math] constrained optimization

2011-11-08 Thread Gilles Sadowski
> > Hi all, Hi Luc. > > > > Gilles has started adding an API for simple bounds constraints in > > optimization, which will soo be available for both Bobyqa and CMA-ES, as > > both method naturally support such constraints. > > > > I wondered if we could take the opportunity to set up a poor man

Re: [math] constrained optimization

2011-11-07 Thread Luc Maisonobe
Le 07/11/2011 22:38, Luc Maisonobe a écrit : > Hi all, > > Gilles has started adding an API for simple bounds constraints in > optimization, which will soo be available for both Bobyqa and CMA-ES, as > both method naturally support such constraints. > > I wondered if we could take the opportunity