[Insight-users] cubic response optimization?

[Luis Ibanez]

Hi Quan,


For constrained optimization you may want to try:


http://www.itk.org/Insight/Doxygen/html/classitk_1_1LBFGSBOptimizer.html
--------------------------------------------------------------------------
> Limited memory Broyden Fletcher Goldfarb Shannon minimization with
> simple bounds.
> 
> This class is a wrapper for converted fortan code for performing
> limited memory Broyden Fletcher Goldfarb Shannon minimization with
> simple bounds. The algorithm miminizes a nonlinear function f(x) of n
> variables subject to simple bound constraints of l <= x <= u.
> 
> See also the documentation in Numerics/lbfgsb.c
> 
> References:
> 
> [1] R. H. Byrd, P. Lu and J. Nocedal. A Limited Memory Algorithm for
> Bound Constrained Optimization, (1995), SIAM Journal on Scientific
> and Statistical Computing , 16, 5, pp. 1190-1208.
> 
> [2] C. Zhu, R. H. Byrd and J. Nocedal. L-BFGS-B: Algorithm 778:
> L-BFGS-B, FORTRAN routines for large scale bound constrained
> optimization (1997), ACM Transactions on Mathematical Software, Vol
> 23, Num. 4, pp. 550 - 560.
--------------------------------------------------------------------------



Regards,


    Luis



============================
Quan Chen wrote:

> I am wondering if itk contains some nonlinear programming algorithms
> that can help me solve optimization of a cubic polynomial function
> F(x1,x2,..,xi) with constraint x1,x2,..,xi>0?  Any recommendations for
> the algorithm if it was not contained in itk?
> _______________________________________________
> Insight-users mailing list
> Insight-users at itk.org
> http://www.itk.org/mailman/listinfo/insight-users
> 
>