Re: Constrained Optimization Problem

On Jan 3, 12:25 pm, Mr.HassanShab...@xxxxxxxxx wrote:
The task is to solve a constrained optimization problem in C.
Computational
Time is of high priority. One approach can be to use ready functions
in a "free ware" Optimization Library (if available). If any one of
you have any idea about such library please inform me. I am dealing
with Constrained Optimization for the first time. I will appreciate if
you provide me tutorials or refer to any forum, from where I can learn
Constrained Optimization. Actually I first want to make an algorithm
for
this problem and then implement that algorithm in C or C++. So in
order
to make an alogrithm I have to understand the Constrained Optimization
problem.
I have googled it and found some material but it was difficult for me
to absorb it.
The articles which I found were not for beginners. so please guide me
How I should solve this problem. I will appreciate suggestions from
you.

Find values of x that minimize f=-x1*x2*x3 and subject to the
constraints:

x1+2*x2+2*x3>0
x1+2*x2+2*x3<72
x2=10

Hoping to hear from you soon.

/BR
Hassan

You did not say if the x_i have to be integers. If they have then a
simple consideration shows that x1=50, x3=1 is a good choice. Is your
task to write a general constrained solver (hard), a general
constrained
mixed integer solver (even harder) or just to solve the given problem
(homework)?
.

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