Re: Constrains

Hi,

Since minuit does not provide lagrange multiplier interface [a] there are two other ways to apply your a contraint:

1. re-write you paramterization to include it and remove the now uneeded parameter -- this looks to be easy in your case.
2. Add a penalty function to your chisq or -log(like) such that it becomes very large if the constraint is violated. It's prob. a good idea to avoid making the penalty so large that you run into numerical difficulties. By making the penalty depend on a parameter you can set (but don't fit it!) you can turn the constraint on and off, or make it approximate -- e.g., if your constraint has some lack of precision you could account for that.

E.g., add

par[newPar]*(par[1]+par[2]-1)**2 to chisq (or whatever) ...

Setting |par[newPar]| big will enforce constraint to a very good approximation.

-Art S.

[a] It can't because it's a minimizer and the lagrange formulation is at saddle point in the lagrange multipliers.

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On Wed, 29 Oct 2008, Patrick Dupre wrote:

> Hello,
>
> I am uisng minuit2 and FunctionMinimum.
> To define my function I use the operator ()
> but it is a virtual method:
> double operator () (const std::vector<double>&) const ;
> and I cannot modify the parameter inside this method, whilst I need
> to put a constrain to some of them.
> For example par [1] = 1 - par [2].
> I let par [1] be variable and fix par [2].
> How can I put a constrain on some parameters ?
>
> Thank.
>
> --
> ---
> ==========================================================================
> Patrick DUPRÉ | |
> Department of Chemistry | | Phone: (44)-(0)-1904-434384
> The University of York | | Fax: (44)-(0)-1904-432516
> Heslington | |
> York YO10 5DD United Kingdom | | email: pd520_at_york.ac.uk
> ==========================================================================
Received on Wed Oct 29 2008 - 02:07:18 CET