Minimize with constraints

Roofit and RooStats
1

Is it possibile to minimize function using constraints? For example:

find min[f(x,y,z)] with g(x,y,z) = 0

or

find min[f(x,y,z)] with g(x,y,z) > 0

for the first case it is quite trivial to trasnform the problem to “find min of h(x,y,z)” using lagrangian multipliers, but for the second case it is more difficult. Can ROOT do this? The only contrains I’ve found are like x>x0

2

Hi,
Unfortunately ROOT does not provide a constraint minimizer. You can maybe try, but not always effective, to use a penalty function for your second case and then use an unconstrained minimizer like Minuit to minimize your function.
Best Regards

Lorenzo