A question about VFSR

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#970

From: Sriram Srinivasan
Date: Fri, 18 Dec 1992 19:32

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Hi,

  I am thinking about using VFSR (A Simulated Reannealing code from
  NETLIB) on my problem which is to minimize a nonlinear function
  subject to nonlinear inequality constraints. In addition, the
  constraints are nondifferentiable wrt the parameters although
  the objective function is differentiable.

  I dont know anything about the theory behind VFSR and I wanted to
  use it as a black box. My question is:
  Can I use VFSR for this purpose? 

  It is my understanding that VFSR requires the user to supply a
  subroutine which returns with the cost fuction and a flag which
  determines whether the (parameter) state at that point violates some
  constraints or not. Apparently, if the constraints are violated, a
  new set of trial parameters are generated. Is there a guarantee that
  the new set of trial parameters are valid? If not, then it would seem
  to me that you could get stuck at such points.

  I would appreciate any information on the issues above.
  Thanks.


  -sriram srinivasan
   (ss4i@kelvin.seas.virginia.edu)

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From: ss4i@kelvin.seas.Virginia.EDU (Sriram  Srinivasan)
Subject: A question about VFSR
Message-ID: <1992Dec18.193249.22059@murdoch.acc.Virginia.EDU>
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Date: Fri, 18 Dec 1992 19:32:49 GMT
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