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MathGroup Archive 2002

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Re: NLP solver for Mathematica

  • To: mathgroup at smc.vnet.net
  • Subject: [mg34739] Re: NLP solver for Mathematica
  • From: Mike Yukish <may106 at psu.edu>
  • Date: Tue, 4 Jun 2002 03:41:51 -0400 (EDT)
  • Organization: Penn State University, Center for Academic Computing
  • References: <ada1mi$kdc$1@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

Etienne wrote:

> I am trying to minimize a linear function subject to non-linear constraints.
> Do you know of a good Mathematica solver for this kind of problem ?

I have used the commercially available Industrial Optimization package, and the
routines that are in the book Practical Optimization Methods with Mathematica
Applications by Bhatti. The book comes with a CD with various algorithms. The
Industrial Optimization package was very disappointing, I do not recommend it.
The algorithms in the book were far superior, and cost you only the price of the
book.

What we've ended up doing is using Mathlink for Excel, and then using Excel's
Solver (or in our case the premium solver by Frontline Sys.) to do our numerical
optimization. Works fine.





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