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Re: Optimization in Octave


From: Juan Pablo Carbajal
Subject: Re: Optimization in Octave
Date: Fri, 28 Feb 2014 12:07:09 +0100

On Fri, Feb 28, 2014 at 11:45 AM, Urs Hackstein
<address@hidden> wrote:
> Dear all,
>
> we have the following optimization problem: Given a (nonlinear, but
> almost everywhere differentiable) function
>
> p:[0.5,20]^4*[5,200]\to\mathbb{C}
>
> we want to find the maximum of
>
> Re(p(x_1,x_2,x_3,x_4,x_5))
>
> for fixed imaginary part
> Im(p(x_1,x_2,x_3,x_4,x_5))=y_0.
> Is it possible to solve this problem using Octave?
> Thanks a lot in advance!
>
> Best regards,
>
> Urs Hackstein
> _______________________________________________
> Help-octave mailing list
> address@hidden
> https://mailman.cae.wisc.edu/listinfo/help-octave

If you have the function, and you want to fix the imaginary part, then
you have a real function. If it is differentiable, I see no problem
using gradient based methods. If it is not differentiable then you can
use ga, or in prticular cma-es
https://www.lri.fr/~hansen/cmaes_inmatlab.html


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