fMin and fMax functions

Librairie C++ de calcul formel/ C++ symbolic computation library

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lukamar
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Inscription : ven. juin 30, 2017 9:55 am
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fMin and fMax functions

Message par lukamar » jeu. janv. 18, 2018 7:44 am

Hello,
I see that functions fMin and fMax can search for (constrained) extrema of functions of more than one variable (judging by a working example for fMin). This functionality is not documented. How exactly do fMin and fMax work in such cases?
Thanks.

parisse
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Inscription : mar. déc. 20, 2005 4:02 pm
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Re: fMin and fMax functions

Message par parisse » jeu. janv. 18, 2018 2:16 pm

It does use a public domain implementation of the cobyla algorithm.

lukamar
Messages : 294
Inscription : ven. juin 30, 2017 9:55 am
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Re: fMin and fMax functions

Message par lukamar » ven. janv. 19, 2018 8:16 am

That's great, I wasn't aware that fMin and fMax are so powerful. I'll prepare some additions to the existing documentation so this functionality won't pass unnoticed by the future users. Also, a clone of Maple's NLPSolve is now just a few steps away, I'll post a new version of optimization.cc/.h, including nlpsolve function and the corresponding documentation over the weekend (which will together with lpsolve, minimize and maximize provide a full, free replacement of the Maple's Optimization package). Does the cobyla algorithm need a feasible initial point or that's not necessary?

parisse
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Inscription : mar. déc. 20, 2005 4:02 pm
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Re: fMin and fMax functions

Message par parisse » ven. janv. 19, 2018 8:43 am

A guess is required, the syntax is fMin/fMax(expression,[constraints],[variables],[guess] with optional args: ...,eps,maxiter)

lukamar
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Re: fMin and fMax functions

Message par lukamar » lun. janv. 22, 2018 7:08 am

Here's the updated documentation entry on fMin and fMax. I'm also posting a new version of optimization.cc/h in the respective thread.
Pièces jointes
fMin-fMax documentation.zip
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