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MathGroup Archive 2002

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Optimization package

  • To: mathgroup at smc.vnet.net
  • Subject: [mg35256] Optimization package
  • From: "Etienne" <esamc at nrcan.gc.ca>
  • Date: Fri, 5 Jul 2002 02:18:57 -0400 (EDT)
  • Sender: owner-wri-mathgroup at wolfram.com

Is there an optimization package for Mathematica that supports an objective
function containing If, || , && , Max and Min. For example F[x_,y_] := If[ x
== 0   ||  y < 0 , Max[ x + y ,  xy ], Min[ x^2 , x^2 - xy] ].

Will the function NMinimize, in Mathematica 4.2, support such objective
functions ?

Thanks in advance,

Etienne





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