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Re: Quadratic Programming

• To: mathgroup at smc.vnet.net
• Subject: [mg23617] Re: [mg23539] Quadratic Programming
• From: Todd Stevenson <todds at wolfram.com>
• Date: Wed, 24 May 2000 02:16:18 -0400 (EDT)
• Sender: owner-wri-mathgroup at wolfram.com

FindMinimum uses an adaptation of Powell's Method (while it does not
consider constraints.)  In addition to built-in functions such as
FindMinimum, Wolfram Research sells three third-party application packages
with optimization functionality.

Industrial Optimization includes several well known methods for quadratic
objective functions and linear constraints.
Global Optimization could also be used (docs are at
http://www.mathsource.com/Content/General/Demos/0209-753).
Operations Research is useful in linear and/ or discrete problems, as
related to OR.

All three packages are listed at http://www.wolfram.com/products/applications/.

Todd Stevenson
Wolfram Research


At 03:10 AM 5/20/00 -0400, mgfoehle at mch1srv.mechanik.tuwien.ac.at wrote:
>Hi,
>
>I am working on a nonlinear optimization problem, which I want to solve
>with an algorithm developed by Powell. Therefore I  need a 'quadratic
>programming' subroutine for minimization of a quadratic function subject
>to linear constraints. Does anyone know about such a routine which is
>either written in or can somehow be included into Mathematica?
>
>Thanks for your help,
>
>Margit
>
>mgfoehle at mail.mechanik.tuwien.ac.at
>