An optimization problem

*To*: mathgroup at smc.vnet.net*Subject*: [mg110448] An optimization problem*From*: pratip <pratip.chakraborty at gmail.com>*Date*: Sat, 19 Jun 2010 07:46:23 -0400 (EDT)

Dear Group Members, I have a function Objective[ c_, p_, t_, l1_, l2_, MasterDisrcrit_,MasterPoints : {{_, _} ..}] that gives list of three numbers as output. Now my optimization problem is something like the following Max Objective[c,p,t,l1,l2,dat][[1]] with constraints as below for the parameters {c,p,t,l1,l2} cmin<c<cmax,...,l2min<l2<l1min for the list of n pairs of 2D points "dat" with pattern MasterPoints : {{_, _} ..} If dat={dat[[1]],...,dat[[n]]} (Assume n to be even) then the constraints are for all First[dat[[1]]],...,First[dat[[n/2]]] they are bounded by k1<First[dat[[i]]]<k2 for all Last[dat[[1]]],...,Last[dat[[n/2]]] they are bounded by g1<Last[dat[[i]]]<g2 last constraints are O21<Objective[c,p,t,l1,l2,dat][[2]] <O22 O31<Objective[c,p,t,l1,l2,dat][[3]] <O32 Now I see mathematica has problem to solve such optimization problem. Keeping a variable of the pattern like MasterPoints : {{_, _} ..} this is necessary because I can increase or decrease the number of 2D points whenever needed and In general we will have more than 40 such 2D points. So writing them separately in the function definition is no solution. Mathematica complains with FindMaximum that no constraints can be used on the list of 2D points "dat". I hope some of you have got some experience with this type of problem scenario. Regards, Pratip