nonlinear optimization routines?
- To: mathgroup at yoda.physics.unc.edu
- Subject: nonlinear optimization routines?
- From: purswelj at vt.edu (Jerry Purswell)
- Date: Thu, 16 Jun 1994 14:38:03 -0800
I have an office mate who is searching for a Mma package which will solve optimization problem with linear constraints and a nonlinear objective functions (i.e. the solution space is convex). There are only 10 decision variables but he needs solve the problem for lots of cases (so it would be helpful if he could execute the package from within a loop). Does anyone know if the standard packages will do this or has anyone written a package that will solve this problem (linear constraints and nonlinear functions) He tried the nonlinear solver in Excel, but it doesn't return the optimium.... so he's looking for other ideas. RSVP to this email address and I'll forward the responses to him.