[scilab-Users] fminsearchbnd

[Michaël Baudin]

Dear Carlos,

I assume that you are talking about the Matlab toolbox by John D'Errico.
There is no fminsearchbnd in the current release, but there is the 
neldermead
component, which includes a Box algorithm which manages both
bounds and general nonlinear constraints. In your console :

-->help neldermead

Look in the ?> Scilab Demonstrations> Optimization and Simulation> 
neldermead/Box A
The Box A problem is an optimization problem with bounds and nonlinear 
constraints.

You should have no problem with bounds, provided that the number of 
variables is
low : up to 10-20 is a maximum.

A typical alternative is to use the unconstrained fminsearch and to apply
a penalty when x is not in the bounds. A simple scaling parameter might
do the trick, but the scaling obviously depends on the problem, that is, 
depends
on the function value.

Best regards,

Michael

PS
Notice that John D'Errico's function is based on variable 
transformations, while
Box's algorithm modifies the updating scheme of the simplex.

Sébastien Bihorel a écrit :
> Hi Carlos,
>
> I don't believe that scilab includes this function. One way to 
> implement boundaries on parameters with fminsearch is to apply them 
> directly in the function to be minimized (and in your custom output 
> function, if you have one).
>
> Sebastien.
>
> On Tue, Feb 16, 2010 at 8:27 PM, Carlos Eduardo Celia de Lima 
> <carlosedlima at gmail.com <mailto:carlosedlima at gmail.com>> wrote:
>
>     Dear Sci-Lab experts,
>
>     Is there a equivalent function to fminsearchbnd in scilab?
>     I was not able to find it in the documentation.
>
>     If there is not, is there any workaround to apply boundaries to
>     the variables in an optimization problem?
>
>     Thank you,
>
>     Carlos
>
>


-- 
Michaël Baudin
Ingénieur de développement
michael.baudin at scilab.org
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