Recent content by matts0611

Say you want to minimize (something simple) the function F(x1, x2) = -(x1^2) + 2*x2 with the bound constraints: -5 < x1 < 4 2 < x2 < 10 What would be the objective function using lagrange multipliers?

No, I do not use lagrange multipliers (I honestly don't know much about them, in the small amount of reading I did on them while I was learning about optimization, I was sort of confused on how to use them or why). My objective function (and my solver only handles) constraints of the form l(i)...

Yes, L-BFGS-B has complexities to handle problems of large amount of variables so they can optionally do some approximations to make the Hessian matrix smaller. But this complexities should be able to be ignored since I'm not concerned with that part. There are options in the solver to set how...

Thank you for helping me, I really appreciate it this. i) yes, you are right, inc is just the increment step size to search the line, so I want to choose a starting increment that does not result in too big of a step. So I make sure I choose one where the increment step at least results in a...

Thank you very much for replying. So the zeroth iteration they both start at the same starting point. Then on iteration 1 they move to the same point. Then on the next iteration they move to different points. I have verified my calculations by hand and my solver is doing what its...

Hello, I am working on a research project that requires me to write a solver for solving a particular problem. I could really use some math advice if anyone is willing to assist. I need to minimize a non-linear objective functions of 5 variables. It is a pretty complex function. Each of the...

Hi, I am working on a project for my research and am need of some advice. My background is in computer engineering / programming so I'm in need of some help from some math people :) I need to use steepest descent to solve a problem, a function that needs to be minimized. The function has 5...