Robert Dodier wrote:
> On 10/14/10, Raymond Toy <toy.raymond at gmail.com> wrote:
>
>
>> fmin_cobyla(f, vars, initx[, ineq, eq, rhobeg, rhoend, iprint, maxfun])
>>
>> That is, the constraints parameter is now longer required and becomes
>> the ineq keyword parameter, and add the eq keyword parameter.
>>
> Also, I'm a little confused about the documentation.
> It says "Equality constraints g(X)=0 can often be implemented
> by a pair of inequality constraints g(X)>=0 and -g(X)>= 0."
> So it works sometimes but not always? (What is an example for
> which it doesn't work?) Anyway, can we leave that out since
> the Maxima front end is going to rewrite the inequalities, so the
> user need not?
>
I wrote that bit about equalities.
COBLYA was written to use inequality constraints. Using it for equality
constraints is an abuse. It is a useful trick when it works, but if it
fails then it isn't a bug - just bad luck. I read about this long time
ago and can't access the reference as my notes stayed with a former
employer. I don't have any examples of failure, as it worked for me.
I was trying to prevent bug reports. Open to suggestions on wording.
David