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Re: [Help-gsl] Computing Nelder-Mead Simplex


From: Brian Gough
Subject: Re: [Help-gsl] Computing Nelder-Mead Simplex
Date: Tue, 12 Jun 2007 09:50:31 +0100
User-agent: Wanderlust/2.14.0 (Africa) Emacs/21.3 Mule/5.0 (SAKAKI)

At Fri, 8 Jun 2007 13:55:30 -0300 (BRT),
Humberto Luiz Razente wrote:
> I am trying to find the minima for the equations:
> 
> m + n         - 153 >= 0
> m     + o     - 250 >= 0
> m         + p - 294 >= 0
>     n + o     - 210 >= 0
>     n +     p - 184 >= 0
>         o + p - 133 >= 0
> 
> I want to minimize (m + n + o + p).

For this type of problem, try GLPK (GNU Linear Programming Kit)
http://www.gnu.org/software/glpk/

GSL only has unconstrained minimisers.

-- 
Brian Gough
(GSL Maintainer)

Network Theory Ltd,
Publishing the GSL Manual - http://www.network-theory.co.uk/gsl/manual/




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