apop_linear_constraint.c File Reference

Functions

double apop_linear_constraint (gsl_vector *beta, apop_data *constraint, double margin)

apop_linear_constraint finds a point that meets a set of linear constraints. This takes a lot of machinery, so it gets its own file.

double apop_linear_constraint	(	gsl_vector *	beta,
		apop_data *	constraint,
		double	margin
	)

This is designed to be called from within your own constraint function. Just write the constraint vector+matrix and this will do the rest.

Parameters:

	beta	The proposed vector about to be tested. (No default, must not be `NULL`)
	constraint	The constraints. See apop_f_test on writing (Default: each elements is greater than zero) contrasts. To give a quick example, say your constraint is $3 < 2x + 4y - 7z$; then the first row of your `data->vector` element would be 3, and the first row of the `data->matrix` element would be [2 4 -7].
	margin	If zero, then this is a >= constraint, otherwise I will return a point this amount within the borders. You could try `GSL_DBL_EPSILON`, which is the smallest value a `double` can hold, or something like 1e-3. (Default = 0.)

Returns:: The penalty = the distance between beta and the closest point that meets the constraints. If the constraint is not met, this beta is shifted by margin (Euclidian distance) to meet the constraints.

This function uses the Designated initializers syntax for inputs.

Todo:: The apop_linear_constraint function doesn't check for odd cases like coplanar constraints.