Nonlinear optimization with non-negativity constraints
- To: mathgroup at smc.vnet.net
- Subject: [mg48011] Nonlinear optimization with non-negativity constraints
- From: amamadi at sbcglobal.net (Amir)
- Date: Wed, 5 May 2004 08:11:20 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
Dear Mathematica Users,
I am attempting to solve a nonlinear optimization problem that
contains four variables and several parameters, with non-negativity
constraints that are binding. I have been basically looking for
nonlinear versions of the "LinearProgramming" function in Mathematica
with limited success. For example, Jean-Christophe Culioli and Joseph
P. Skudlarek's MultiplierMethod is useful, but only for numerical
computations. My equations involve several parameters, and hence I
would like to obtain a solution in terms of those parameters. If you
know of anyone who has developed such a program, could you please let
me know? I appreciate your help.
Sincerely,
Amir Amadi
UC Davis