Parameter limits in Minuit fit

Roofit and RooStats
1

Hi rooters

I have a question that I hope someone knows the answer to. Basically I am performing a
multi-parameter fit, and occasionally minuit will fit these parameters to an unphysical region, when this happens I perform the fit again but set limits on the parameters so that they are restricted to the physical regions of parameter space.

The problem I am facing is that the physical regions for say parameter X depend on parameter Y. So for example I might set limits by:
ParSettings.SeLimits(0.0,f(ParSettings.Value(Y)))

Now when I call minuit to perform the fit does minuit check during the fit whether it is within the set limits? Or are the limits that I have set basically SetLimits(0.0, y_i), where y_i is the initial value that I set for my parameters?

If so is there another way to set parameter dependent limits?

cheers

Mark

2

Hi,

Minuit supports only simple contraints in the parameter, of type A < param < B. The cases where A or B are functions of parameters are not supported.
Sometimes you can solve this by re-parametrizing your problem. If this is not the case, then you can maybe try adding a penalty term to your minimization function or better, use a constrained minimizer, which are often provided by commercial packages.

Best Regards

Lorenzo