Re: Numerical Recipes (Fortran) Usenet ??

Ron Shepard <ron-shepard@xxxxxxxxxxxxxxxxxx> wrote:

Picking the right kind of mapping is as much an
art form as a science.

Yep.

Some of the suggestions in this thread do not work well in practice.

Yep again.

Constrained optimization really is much different from unconstrained
optimization, particularly when the desired solution happens to
occur right on a constraint boundary, or at an intersection of
several constraints.

Consider, for example, linear programming, which is nothing but a
constrained optimization problem. But the algorithms you use for it are
*COMPLETELY* different from those of unconstrained optimization.

I've done a lot of work involving optimization, but I haven't bothered
to respond to this thread previously because

1. It isn't a Fortran matter. Yes, the newsgroup sometimes wanders onto
things like this anyway, but even more importantly...

2. Constrained optimization is a major subject in its own right, and one
that is not going to be plausibly answered in a thread like this on
usenet. It takes a *LOT* more depth than a thread like this to treat
that subject well. The hope that one can be pointed to some canned
routine that is just going to do it all automagically for any case is
unrealistic - so much so that I didn't think it constructive for me to
respond.

The notion that one of the NR authors is going to provide line-by-line
instructions on how to change one of the NR Fortran codes to this end
seems beyond humorous. Lots of luck with that.

--
Richard Maine | Good judgment comes from experience;
email: last name at domain . net | experience comes from bad judgment.
domain: summertriangle | -- Mark Twain
.

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