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Quadratic programming

  • To: mathgroup at smc.vnet.net
  • Subject: [mg33598] Quadratic programming
  • From: "Guca" <mgucek at geof.hr>
  • Date: Wed, 3 Apr 2002 01:13:21 -0500 (EST)
  • Sender: owner-wri-mathgroup at wolfram.com

Hi!
I have problem with quadratic programming. If enyone know some costless
program or packet for Mathematica 4.0 or if enyone know some algoritham to
solve this problem:

Minimizes function:
quadratic function with mixed arguments
examp: x*y+x*x+y*y+z*y
subjec to:
linear inequalites
x+y+z>0
x-y+z>2
5.4x+6y-z<0

That example is olny for explenation, but my function and inequality is more
complicated!
Thanks





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