MathGroup Archive 1997

[Date Index] [Thread Index] [Author Index]

Search the Archive

Re: quadratic programming

  • To: mathgroup at
  • Subject: [mg6753] Re: quadratic programming
  • From: Risto Karjalainen <Risto.Karjalainen at>
  • Date: Tue, 15 Apr 1997 02:53:07 -0400 (EDT)
  • Organization: UUNet PIPEX server (post doesn't reflect views of UUNet PIPEX)
  • Sender: owner-wri-mathgroup at

You could try using FindMinimum, but then you would also have to embed your
constraints in the objective function with a penalty for violations. I have
solved the problem by creating a mathlink connection to an external program
that then uses a NAG routine to solve the quadratic programming problem.
This gives you much more control about how the optimization is run, what
algorithm to use, etc., but of course requires NAG and a bit programming.


David E. Burmaster <deb at> wrote in article
<5iknlo$887 at>...
> Is there an Mma Notebook or routine that solves quadratric programming
> problems?
> A friend has reformulated a constrained OLS regression problem in terms
> a quadratic programming problem with a penalty function embedded in the
> objective function and with a series of <= constraints.
> If no Mma methods are suitable, can you suggest another solution?

  • Prev by Date: Re: how do you draw circuits in mathematica 3.0
  • Next by Date: [Q] Importing graphics INTO Mathematica
  • Previous by thread: Re: how do you draw circuits in mathematica 3.0
  • Next by thread: [Q] Importing graphics INTO Mathematica