[jira] [Commented] (MATH-196) add support to constrained parameter estimation

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[jira] [Commented] (MATH-196) add support to constrained parameter estimation

ASF GitHub Bot (Jira)

    [ https://issues.apache.org/jira/browse/MATH-196?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13095831#comment-13095831 ]

Luc Maisonobe commented on MATH-196:

I don't get what you mean. The first sentence of the paper states that it handles optimization "subject to bounds a <= x <= b on the variables".
Foor sure these are only simple boundary constraints and not linear or non-linear constraints, but it is a very important case of constrained optimization.

> add support to constrained parameter estimation
> -----------------------------------------------
>                 Key: MATH-196
>                 URL: https://issues.apache.org/jira/browse/MATH-196
>             Project: Commons Math
>          Issue Type: New Feature
>    Affects Versions: 1.2
>            Reporter: Luc Maisonobe
>            Assignee: Luc Maisonobe
>             Fix For: 3.0
> The current estimation package supports only unconstrained problems. It should at least support simple bounds constrains on parameters.

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