Newton's Method with box constraint

134 views

Skip to first unread message

anon

unread,

Mar 30, 2016, 8:37:18 PM3/30/16

to julia-opt

I'm looking to apply Newton's method with a positivity constraint, using what I suppose will be an interior point (log-barrier) method, I have both the gradient and Hessian in analytic form, has this been implemented in any of the Julia optimization packages? I looked at the documentation for Optim.jl, but its Fminbox() function doesn't appear to use Newton's method for its optimization procedure.

Tim Holy

unread,

Mar 31, 2016, 6:39:51 AM3/31/16

to juli...@googlegroups.com

Try the teh/constrained branch, https://github.com/JuliaOpt/Optim.jl/pull/50

--Tim

anon

unread,

Apr 1, 2016, 1:31:47 AM4/1/16

to julia-opt

thanks! I'll check that out.

Reply all

Reply to author

Forward

0 new messages