Using Constraints on my optimization problem (currently implemented in Unconstrained Nonlinear Opt.VI)

I have an function f(x) that I minimize to find parameters for an algorithm. The algorithm consists of a coordinate transformation matrix. The transformation matrix parameters are currently found using the Unconstrained Optimization VI (simplex). I have had quite a bit of success using this VI and defining my algorithm as an objective function. I previously used Excel Solver for this application. The data set changes over time and certain parameters are tracked.
Whenever I perform an optimization, I move the minimum parameters found to the initial guess parameters. I am finding that my initial guess parameters will remain stable for a while but at times will guess incorrectly. This can happen if I feed the algorithm bad data. It is difficult to determine that the data is bad initially, but it causes the minimization to trail off in some crazy direction that is inconsistent with the real world. This happens after repetitive minimizations and is a result of using my found results for the next iteration. However, in an ideal world, my last found results would be the best initial guess for the next optimization I perform.
One major improvement would be to constrain my initial guess parameters. In particular, I would like to constrain the parameters I use in finding the transformation matrix (in my objective function) with lower and upper limits: 9 < R < 12, for example. Can anyone with experience using the optimization VIs, knowing the information above, help point me in the right direction? I came across the Constrained Nonlinear Optimization VI but it appears to work much different than the Simplex method; so I am not sure if this would work. I will try this next. Any thoughts?
Chris Walker
Certified Labview Developer

I tried using the Constrained Nonlinear Optimization VI. I first tried it without any constraints (min or max constraints) on my parameters and it appeared to work. I could change the initial guess parameters and they would eventually end up the same minimization each time (with the same set of data). Once I add the parameter constraints, however, the VI freezes on the first iteration and I have to abort. I am not sure why and I do not get any errors.
After some testing, it appears that the cno_isisubopt.vi subvi inside the Constrained Nonlinear Optmiziation VI is locking up. The code is attached. If I had to guess, this probably has to do with the input L advancing to Infinity and never allowing the while loop to stop. I am not sure what the internal workings of this VI are so this appears rather difficult to debug!
This is an error that is not tracked or handled by the Constrained Nonlinear Opt Labview VI; thus freezing my program.
Chris Walker
Certified Labview Developer
Attachments:
4-4-2012 9-36-53 PM.jpg ‏158 KB

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