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Re: help optimization
From: |
Jaroslav Hajek |
Subject: |
Re: help optimization |
Date: |
Fri, 27 Feb 2009 13:32:58 +0100 |
On Fri, Feb 27, 2009 at 1:27 PM, oliva maria <address@hidden> wrote:
> Hi!
>
> I´m a new user of Octave, so I don´t know so much about it.
> I need to optimize a non linear function with linear constrains, is there
> any function in Octave to
> do this?
>
> thanks in advance,
> Maria
>
try sqp.
If the linear constraints are equality constraints, it may be a good
idea to factorize them out in advance, i.e. restrict the optimization
to the feasible affine space (and thus reduce the dimensionality of
the problem).
regards
--
RNDr. Jaroslav Hajek
computing expert
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz
- Re: Gnuplot hangs on Windows XP, (continued)
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- Re: Gnuplot hangs on Windows XP, Michael Goffioul, 2009/02/17
- Re: Gnuplot hangs on Windows XP, Paul Wellner Bou, 2009/02/17
- Re: Gnuplot hangs on Windows XP, Michael Goffioul, 2009/02/17
- Re: Gnuplot hangs on Windows XP, Paul Wellner Bou, 2009/02/17
- Re: Gnuplot hangs on Windows XP, Paul Wellner Bou, 2009/02/27
- Re: Gnuplot hangs on Windows XP, Tatsuro MATSUOKA, 2009/02/27
- Re: Gnuplot hangs on Windows XP, Michael Goffioul, 2009/02/27
- Re: Gnuplot hangs on Windows XP, kruvalig, 2009/02/27
- help optimization, oliva maria, 2009/02/27
- Re: help optimization,
Jaroslav Hajek <=
Re: Gnuplot hangs on Windows XP, Francesco Potortì, 2009/02/17