June 15, 2007
1:28 p.m.
Joachim Dahl wrote:
What kind of function are you minimizing?
CVXOPT handles convex functions with convex inequality constraints and linear equality constraints.
If your function is non-convex, couldn't you eliminate your linear equality constraints and try Newton's method for the unconstrained problem?
Can you give me some hints on how to eliminate the linear equality constraints ? How to judge if a function is non-convex? The expression of my function is too complex to calculate the derivative. Thanks. Xiao Jianfeng