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 >