Re: [ROOT] Fitting Question

From: Pasha Murat (630)840-8237@169G ((630)840-8237@169G)
Date: Wed Nov 01 2000 - 00:03:23 MET


I'd guess that one can implement any kind of constraints in FCN. -best, Pasha

Eddy Offermann wrote:
> 
> Ray,
> 
> Another (more general) way is to implemement these types of constraints
> through Lagrangian multipliers. In your case minimize
> 
> f(x,p0,p1,p2,p3,p4) + mu * (p0+p4-C) where you have now an additional
> 
> variable mu to be minimized. A possible adavantage over parameter
> substitution is that you will get the error matrix for the p's taking
> the constraint into account.
> 
> Eddy
> >
> > Hi Ray,
> > Fitting with constraints is not implemented.
> > Reduce the number of parameters from 5 to 4 and in your function
> > define an internal variable p4=C-p0
> >
> > Rene Brun
> >
> >
> > On Tue, 31 Oct 2000, Ray Fliller III wrote:
> >
> > >
> > > Hello Rooters,
> > >
> > >    Is it posible to fit a function and impose an equation of constraint
> > > between the variables, for example:
> > >
> > >   I have a function f(x,p0,p1,p2,p3,p4) where the p's are my fitting
> > > parameters.  Is there a way to impose on the fit the constraint that
> > > p0+p4=C where C is some constant??  Or some other such constraint??
> > >
> > > Thanks.
> > >
> > >
> ==============================================================================
> > > Ray Fliller: rfliller@bnl.gov      Office Phone: (631)-344-6124
> > > C-A Accelerator Physics
> > > Building 911
> > > Brookhaven National Lab
> > > Upton, NY 11973                    Office: Room 211
> > >
> ==============================================================================
> > >
> >
> 
> Eddy A.J.M. Offermann
> Renaissance Technologies Corp.
> Route 25A, East Setauket NY 11733
> e-mail: eddy@rentec.com
> http://www.rentec.com



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