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Re: Some linear constraints seem to be ignored in function

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Bob, thank you very much for your help. Indeed, changing the Method allows to get some improvement. Nevertheless stochastic methods like DifferentialEvolution or SimulatedAnnealing make a random walk on parameter space and when the excursion goes out of bounds the search stops with the message on the complex value of the logarithm. Then, you get a poor result, generally even far from a local minimum.

A satisfactory workaround for the out of bounds problem that seems to work very well was proposed in this link "http://mathematica.stackexchange.com/questions/42999/nminimize-go-out-of-bounds-on-some-linear-constraints" by Daniel Lichtblau.

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Re: Some linear constraints seem to be ignored in function Bob Hanlon <hanlonr357@gmail.com> - 2014-02-23 07:45 +0000
  Re: Some linear constraints seem to be ignored in function Daniel Stariolo <daniel.stariolo@gmail.com> - 2014-03-02 06:26 +0000

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