Re: quadratic programming
- To: mathgroup at smc.vnet.net
- Subject: [mg6753] Re: quadratic programming
- From: Risto Karjalainen <Risto.Karjalainen at dial.pipex.com>
- Date: Tue, 15 Apr 1997 02:53:07 -0400 (EDT)
- Organization: UUNet PIPEX server (post doesn't reflect views of UUNet PIPEX)
- Sender: owner-wri-mathgroup at wolfram.com
You could try using FindMinimum, but then you would also have to embed your constraints in the objective function with a penalty for violations. I have solved the problem by creating a mathlink connection to an external program that then uses a NAG routine to solve the quadratic programming problem. This gives you much more control about how the optimization is run, what algorithm to use, etc., but of course requires NAG and a bit programming. --Risto David E. Burmaster <deb at Alceon.com> wrote in article <5iknlo$887 at smc.vnet.net>... > > Is there an Mma Notebook or routine that solves quadratric programming > problems? > > A friend has reformulated a constrained OLS regression problem in terms of > a quadratic programming problem with a penalty function embedded in the > objective function and with a series of <= constraints. > > If no Mma methods are suitable, can you suggest another solution? >