difficult optimization problem
Hi I'm trying to solve an optimization problem where the search domain is limited. Suppose I want to minimize the function f(x,y) but f(x,y) is only valid over a subset (unknown without calling f) of (x,y)? I tried looking at OpenOpt but ... kind of unusable without some documentation. Thanks Mathew
I tried looking at your question but ... kind of unusable without some documentation. You need to give at least the following information: what kind of optimization problem? LP,NLP, Mixed Integer LP, Stochastic, semiinfinite, semidefinite? Most solvers require the problem in the following form min_x f(x) subject to g(x)<=0 h(x) = 0 In your case that would mean: g(x) = g(x,f(x)). On Wed, May 6, 2009 at 3:01 AM, Mathew Yeates <myeates@jpl.nasa.gov> wrote:
Hi I'm trying to solve an optimization problem where the search domain is limited. Suppose I want to minimize the function f(x,y) but f(x,y) is only valid over a subset (unknown without calling f) of (x,y)?
I tried looking at OpenOpt but ... kind of unusable without some documentation.
Thanks Mathew _______________________________________________ Numpy-discussion mailing list Numpy-discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
participants (2)
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Mathew Yeates
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Sebastian Walter