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Tom Nohel
07/11/00 2:06pm

I am trying to solve a somewhat complicated optimization problem with constraints. I have been able to make some headway solving the problem in EXCEL and am somewhat dismayed that I don't seem to be able to solve the problem in Mathematica.

The objective function I am trying to optimize is no where near linear and neither are the constraints so you ConstrainedMax/Min functions are of no use. I have tried an alternative approach using FindMinimum where I input the contraints as quadratic functions with penalty, but I need to constrain the range of the arguments and haven't been able to do so.

Any suggestions???

Thank You.

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Subject (listing for 'Constrained Optimization')
Author Date Posted
Constrained Optimization Tom Nohel 07/11/00 2:06pm
Re: Constrained Optimization Forum Modera... 08/03/00 09:55am
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