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MathGroup Archive 1995

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Re: projected gradient

  • To: mathgroup at christensen.cybernetics.net
  • Subject: [mg1653] Re: projected gradient
  • From: rubin at msu.edu (Paul A. Rubin)
  • Date: Sat, 8 Jul 1995 05:45:36 -0400
  • Organization: Michigan State University

In article <3t78ch$ho3 at news0.cybernetics.net>,
   Filippo <teltesi25 at .polito.it> wrote:
->I am an Electrical Engineering Student needing to find 
->
->the constrained minimum of a function of several
->
->variables using the projected gradient algorithm.
->
->I would like to know if this algorithm is already
->
->been inplemented for Mathematica and should this be
->
->the case how to find it.
->
->My E-mail is:   teltesi25 at polito.it

Not to my knowledge.  I have a small (and crude) package that implements a 
penalty function approach, if you think that would be adequate.

Paul

**************************************************************************
* Paul A. Rubin                                  Phone: (517) 432-3509   *
* Department of Management                       Fax:   (517) 432-1111   *
* Eli Broad Graduate School of Management        Net:   RUBIN at MSU.EDU    *
* Michigan State University                                              *
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**************************************************************************
Mathematicians are like Frenchmen:  whenever you say something to them,
they translate it into their own language, and at once it is something
entirely different.                                    J. W. v. GOETHE


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