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