Re: [Dclib-devel] constrained Optimization

[milind d <mil...@gm...>]

hi,
    Can i use Radial Basis Function kernel to interpolate a function on a
scattered data, if there exist another class which uses rbf please let me
know and also will it be suitable if i use MPI.

Thanks,

On Mon, Jan 21, 2013 at 10:03 PM, Davis King <
dav...@us...> wrote:

> Most of the solvers in dlib are unconstrained solvers.  There are a few
> special purpose solvers for certain kinds of very specific constrained
> problems, but those probably aren't what you are looking for.  However, for
> a reasonable number of problems it's straight forward to use an
> unconstrained solver such as BFGS to solve a constrained problem.  The
> simplest method is the penalty method.  Essentially, you add a penalty term
> to your objective function that is something like lambda*pow(
> how_much_constraint_is_violated, 2.0).  Then you solve the augmented
> objective function for a small value of lambda.  Then, you make lambda
> bigger and call the solver again, this time starting from the location of
> the previous solution.  In this way, you can avoid numerical problems
> because the penalty term never gets very large even though lambda can grow
> to a huge value.
>
> There are other general constrained optimization methods.  My
> understanding is that the best general purpose solvers for constrained
> problems are the sequential quadratic programming methods.  That isn't in
> dlib, but there are free tools available on the internet.  I haven't used
> any of them myself though so I don't know which ones are easiest to use and
> so forth.
>
> I'm not sure I understand your second question.  If you want to do a
> non-linear regression then there are RBF kernel methods in dlib that you
> can use.  But if you want to do something very special purpose then I'm not
> sure.
>
> Cheers,
> Davis
>
>
> On Mon, Jan 21, 2013 at 7:03 AM, milind d <mil...@gm...> wrote:
>
>> hi,
>>    i really liked dlib, I have questions related to 2 topics, one is i
>> tried the optimization class example, I want to use BFGS algorithm, but i
>> didnot see anything for constrained optimization, so is it possible to use
>> dlib for constrained optimization  I understand i can augment my objective
>> function with constrained, but i guess it can have ill posed problems, can
>> you give any idea on this.
>>            Also away from this topic i had one more question related to
>> Radial Basis Function, Actually I want to do a shape optimization
>> using Computational fluid Dynamics, so hence my question is can i use the
>> Radial Basis kernel in dlib to deform my mesh. please let me know if you
>> have any examples if possible.
>>
>> Thank you
>>
>> --
>> Milind Dhake
>> Engineering Mechanics Unit
>> Jawaharlal Nehru Centre for Advanced Scientific Research
>> Bangalore
>>
>>
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>
>
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-- 
Milind Dhake
Engineering Mechanics Unit
Jawaharlal Nehru Centre for Advanced Scientific Research
Bangalore