ConstrainedMin with negative variables

*To*: mathgroup at smc.vnet.net*Subject*: [mg35137] ConstrainedMin with negative variables*From*: "Markus Kolöchter" <koloechter at web.de>*Date*: Tue, 25 Jun 2002 19:55:19 -0400 (EDT)*Organization*: Westfaelische Wilhelms-Universitaet Muenster, Germany*Sender*: owner-wri-mathgroup at wolfram.com

Hello ng, I'm trying to implement the method of Zoutendijk, which is to solve a nonlinear programming problem. Therefor I have to solve linear subproblems with the simplex method. But the Mathematica function "ConstrainedMin" assumes that all variables are non-negative. For example, I have the following input: ConstrainedMin[-7/3 x1 - 13/3 x2, {x1 + 5 x2 <= 0, -1 <= x1 <= 1, -1 <= x2 <= 1}, {x1, x2}] The Mathematica output is: {0, {x1 -> 0, x2 -> 0}} I think the proper result should be {-22/15, {x1 -> 1, x2 -> -1/5}}. If anyone has an idea, please let me know! Regards, Markus Kolöchter