augmented_lagrangian_method on purely computational / numeric functions?
Subject: augmented_lagrangian_method on purely computational / numeric functions?
From: Robert Dodier
Date: Tue, 16 Jan 2007 22:04:39 -0700
On 1/16/07, Daniel Lakeland <dlakelan at street-artists.org> wrote:
> Does augmented_lagrangian_method require that its FOM argument be
> symbolically differentiable?
Yes, augmented_lagrangian_method assumes that it is going to
compute the necessary derivatives by symbolic differentiation.
The point of that was to remove the derivatives from the problem
formulation since they can be obtained mechanically.
> If so, does maxima have a constrained minimization routine that is
> purely numerical?
Well, augmented_lagrangian_method constructs an unconstrained
problem and then calls the LBFGS function (translated from Fortran)
which is purely numerical.
There's no reason derivatives couldn't be computed by a user-supplied
function, I just didn't think to make that an option. Let me think
about it and I'll try to work on the code this weekend.
best
Robert