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Re: How big a problem can ConstrainedMax handle?


Although I've never used constrained min for >30 variables, I have run problems with several hundred constraints. What I find is that additional variables slow the algorithm much more than additional inequalitities. In addition, according to some colleagues, Mathematica itself is inefficient in problems of more than 50 variables. You might want to try a smaller problem first to get a benchmark.
                     Dan Recht
                     Virtuadan at aol.com


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