# Bumps documentation

## Inequality constraints

The usual pattern for constraints within bumps is to set the value for one parameter to be some function of the other parameters. This does not allow contraints of the form \(a < b\) for parameters \(a\) and paramter \(b\).

Instead, along with the fit problem definition, you can supply your own penalty constraints function which adds an artificial value to the probability function for points outside the feasible region. The ideal constraints function will incorporate the distance from the boundary of the feasible region so that if the fitter is started outside forces the fit back into the feasible region.

The soft_limit value can be used in conjunction with the penalty to avoid evaluating the function outside the feasible region. For example, the function \(\log(a-b)\) is only defined for \(a > b\), so setting a constraint such as \(10^6 + (a-b)^2\) for \(a <= b\) and \(0\) along with a soft limit of \(10^6\) will keep the function defined everywhere. With the penalty value sufficiently large, the probability of any evaluation in the infeasible region will be neglible, and will not skew the posterior distribution statistics.

Define the model as usual

    from bumps.names import *

    def line(x, m, b):
        return m * x + b

    # Simulated data for f(x)=mx+b with m=1.972(20) and b=0.11(5)
    x = [1, 2, 3, 4, 5, 6]
    y = [2.1, 4.0, 6.3, 8.03, 9.6, 11.9]
    dy = [0.05, 0.05, 0.2, 0.05, 0.2, 0.2]

    M = Curve(line, x, y, dy, m=2, b=0)
    M.m.range(0, 4)
    M.b.range(0, 5)

Attach the constraints to the problem. In this case we will force m < b using a list of inequality constraints. Note that we are starting deep in the infeasible region, so use the default penalty_nllf = 1e6

    problem = FitProblem(M, constraints=[M.m < M.b])

Download: `inequality.py`.