Constrained minimization in the C++ environment

On the basis of the ideas, proposed by one of the authors (I.N. Silin), a suitable software has been developed for constrained data fitting. Constraints may be of arbitrary type; i.e. equalities and inequalities. The simplest possible way has been used. The widely known program FUMILI was re-written in the C++ language. Constraints in the form of inequalities φ(θ)≥a were taken into account by changing them into equalities φ(θ)=t and simple inequalities of type t≥a. The equalities were taken into account by means of quadratic penalty functions. The suitable software was tested on the model data for the ANKE setup (COSY accelerator, Forschungszentrum Jülich, Germany).