Re: [ROOT] Fitting with Constraints

From: Eddy Offermann (eddy@rentec.com)
Date: Fri Apr 04 2003 - 21:45:10 MEST


Hi Matthew,

What kind of constraint ?

1) f(c1,c2,...) = 0 where c_i are the variables
  or
2) f(c1,c2,...) < 0

Case 1 is simple: just add a Lagrangian multiplier(s) to your objective
  function that you are minimizing in TMinuit. Case 2 is far more difficult
  
  
Eddy

> X-Authentication-Warning: harper.uchicago.edu: mdwood owned process doing -bs
> Date: Thu, 3 Apr 2003 16:18:17 -0600 (CST)
> From: Matthew Wood <mdwood@midway.uchicago.edu>
> X-Sender: mdwood@harper.uchicago.edu
> To: roottalk@pcroot.cern.ch
> Subject: [ROOT] Fitting with Constraints
> MIME-Version: 1.0
> 
> Hi.  I am trying to use the TMinuit class in Root to fit a function given
> a constraint function.  How does one create and use a constraint function
> with TMinuit?
> 
> Matthew Wood
> 

Eddy A.J.M. Offermann
Renaissance Technologies Corp.
Route 25A, East Setauket NY 11733
e-mail: eddy@rentec.com
http://www.rentec.com



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