Re: Quadratic programming
- To: mathgroup at smc.vnet.net
- Subject: [mg33611] Re: Quadratic programming
- From: Jens-Peer Kuska <kuska at informatik.uni-leipzig.de>
- Date: Wed, 3 Apr 2002 18:08:15 -0500 (EST)
- Organization: Universitaet Leipzig
- References: <a8e75i$7kr$1@smc.vnet.net>
- Reply-to: kuska at informatik.uni-leipzig.de
- Sender: owner-wri-mathgroup at wolfram.com
Hi, this is a very good joke ! "costless" optimization programs .. CPLEX should do the job http://www.ilog.com/products/cplex/ and MINOS http://www.sbsi-sol-optimize.com/Minos.htm Regards Jens Guca wrote: > > 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