Nonlinear optimization
- To: mathgroup at yoda.physics.unc.edu
- Subject: Nonlinear optimization
- From: "Stephen Sheppard" <Stephen_Sheppard at qmgate.cc.oberlin.edu>
- Date: 27 Jun 1994 14:49:33 -0500
10:35 AM
OFFICE MEMO Time:
Subject:
Nonlinear optimization 6/27/94
Date:
Jerry Pursell wrote requesting information on routines which can solve
constrained optimization problems with non-linear objective functions. There
IS something on MathSource which might be helpful. The supplement to Hal
Varian's book Economic and Financial Modeling with Mathematica, is number
0205-399 and is under the Periodicals..Books..Supplements area in the Gopher.
The supplement contains two packages which might be helpful - SYMBOPT.M and
KUHNTUCK.M, the last being set up for inequality constraints. You may need to
buy or borrow the book to figure out how to use these (available from Springer
Verlag).
-- Stephen Sheppard
Department of Economics
Oberlin College