Re: nonlinear optimization routines?

*To*: mathgroup at yoda.physics.unc.edu, rubin at msu.edu*Subject*: Re: nonlinear optimization routines?*From*: keiper (Jerry Keiper)*Date*: Sat, 25 Jun 1994 14:39:23 -0500

>>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 >The built-in FindMinimum routine is for unconstrained problems of a single >variable, while LinearProgramming and ConstrainedMax/ConstrainedMin are for >linear programs (so they cannot handle nonlinear objectives). Not the last time I checked: In[1]:= FindMinimum[(x-1)^2 + 100 (y - x^2)^2, {x, -1}, {y, 1}] -11 Out[1]= {2.74586 10 , {x -> 0.999997, y -> 0.999993}} Jerry B. Keiper keiper at wri.com