| Author |
Comment/Response |
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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