constraints.c File Reference

Check nonlinear fitting parameters against constraints. More...

#include "tpcclibConfig.h"
#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include <time.h>
#include <string.h>
#include "tpcextensions.h"
#include "tpcrand.h"
#include "tpcnlopt.h"

Go to the source code of this file.

Functions
unsigned int	nloptCheckParameters (unsigned int n, double *pLower, double *pUpper, double *p, double *pAccept, double *penalty)
	Check that model parameters are within given limits.
unsigned int	nloptForceLimits (unsigned int n, double *pLower, double *pUpper, double *p)
	Enforce the model parameters within given limits.

Detailed Description

Check nonlinear fitting parameters against constraints.

Definition in file constraints.c.

Function Documentation

nloptCheckParameters()

unsigned int nloptCheckParameters	(	unsigned int	n,
		double *	pLower,
		double *	pUpper,
		double *	p,
		double *	pAccept,
		double *	penalty )

Check that model parameters are within given limits.

If one or more parameter(s) are outside of limits, then a penalty factor is optionally computed. Optionally, this function can make a list parameters that are inside the constraints.

Returns

Return the number of parameters that are inside or at the limits; 0 in case of error or if all are outside of limits.

Author

Vesa Oikonen

See also

nloptForceLimits, aicSS

Parameters

n	Nr of parameters.
pLower	Lower limits (array of length par_nr).
pUpper	Upper limits (array of length par_nr).
p	Parameters to test (array of length par_nr).
pAccept	Pointer to corrected parameters (array of length par_nr); NULL if not needed.
penalty	Pointer to variable in which the possible penalty factor will be written; 1.0 if no penalty was found is necessary, otherwise >1. Set to NULL if not needed.

Definition at line 30 of file constraints.c.

  {
  unsigned int pi, nAccept=0;
  double range;
 
  if(penalty!=NULL) *penalty=1.0;
  if(n<1 || p==NULL || pLower==NULL || pUpper==NULL)
    return(nAccept);
  for(pi=0; pi<n; pi++) {
    range=pUpper[pi]-pLower[pi]; if(range<1.0E-30) range=1.0;
    if(p[pi]<pLower[pi]) {
      if(pAccept!=NULL) pAccept[pi]=pLower[pi];
      if(penalty!=NULL) *penalty += (pLower[pi]-p[pi])/range;
    } else if(p[pi]>pUpper[pi]) {
      if(pAccept!=NULL) pAccept[pi]=pUpper[pi];
      if(penalty!=NULL) *penalty += (p[pi]-pUpper[pi])/range;
    } else {
      if(pAccept!=NULL) pAccept[pi]=p[pi];
      nAccept++;
    }
  }
  return nAccept;
}

nloptForceLimits()

unsigned int nloptForceLimits	(	unsigned int	n,
		double *	pLower,
		double *	pUpper,
		double *	p )

Enforce the model parameters within given limits.

Returns

Return the number of parameters that are inside or at the limits; 0 in case of error or if all are outside of limits.

Author

Vesa Oikonen

See also

nloptCheckParameters

Parameters

n	Number of parameters.
pLower	Lower limits (array of length par_nr).
pUpper	Upper limits (array of length par_nr).
p	Parameters to enforce inside limits (array of length par_nr).

Definition at line 76 of file constraints.c.

  {
  unsigned int pi, nAccept=0;
 
  if(n<1 || p==NULL || pLower==NULL || pUpper==NULL) return(nAccept);
  for(pi=0; pi<n; pi++) {
    if(!(p[pi]>=pLower[pi])) {
      p[pi]=pLower[pi];
    } else if(!(p[pi]<=pUpper[pi])) {
      p[pi]=pUpper[pi];
    } else {
      nAccept++;
    }
  }
  return(nAccept);
}

Referenced by nloptSimplex().