need help: non-linear optimization with linear constraint.
- From: "eipi+1=0" <jiapu.mail@xxxxxxxxx>
- Date: 27 Feb 2006 09:51:09 -0800
I am totally new to the field of linear/nonlinear programming. I only
have a rough idea about some basic concepts.
The funtion (about 100 variables) to be minimized doesn't have a close
form. And evaluating it requires some sort of simulation. In another
word, first derivative is not avaiable. There are some linear
constraints on those variables.
Based on my readings, the simple solutions are simplex method or
Powell's method. However, I haven't found any material on how to
handle constraint in those methods.
So, any suggestion, any pointer to readings or implementation will be
helpful. Thanks.
.
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