Hi,
Is there an example somewhere of how to perform constrained (both equality and inequality constraints) multidimensional optimization in ROOT?
I know of the quadratic programming classes, but I am looking for an example of how to do a general (i.e. the problem does not fit in the QP framework) constrained optimization.
I searched the forum, but did not find anything relevant. I looked at the online documentation on Numerical Minimization (root.cern.ch/drupal/content/nume … nimization), which shows how to do unconstrained optimization. How can I apply constrains on these parameters ?
Many thanks.
-Arun