avoid complex values optimizer
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Hi, i'm running a couple of optimizers, like Simulated Annealing, fminsearch, fminunc. How can i state in the optimizers that i don't want them to run into "regions" of complex numbers? For example, i'm evaluating a log likelihood and the fminsearch and the Annealing are reporting maximized likelihood with imaginary parts. I don't want to start again the optimizer (meaning i don't need a statement like "while ... is complex, repeat", i just need something like:
Dont get into complex regions or, if you do get in those regions, get back and go somewhere else.
Thank's a lot!
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2017-12-9
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2017-12-9
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