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ConstrainedMin with negative variables


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




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