[Numpy-discussion] difficult optimization problem

Sebastian Walter sebastian.walter@gmail....
Wed May 6 03:07:12 CDT 2009


I tried looking at your question but ... kind of unusable  without some
documentation.

You need to give at least the following information:
what kind of optimization problem?
LP,NLP, Mixed Integer LP, Stochastic, semiinfinite, semidefinite?

Most solvers require the problem in the following form

min_x f(x)
subject to g(x)<=0
                 h(x) = 0

In your case that would mean: g(x) = g(x,f(x)).



On Wed, May 6, 2009 at 3:01 AM, Mathew Yeates <myeates@jpl.nasa.gov> wrote:
> Hi
> I'm trying to solve an optimization problem where the search domain is
> limited. Suppose I want to minimize the function f(x,y) but f(x,y) is
> only valid over a subset (unknown without calling f) of (x,y)?
>
> I tried looking at OpenOpt but ... kind of unusable  without some
> documentation.
>
> Thanks
> Mathew
> _______________________________________________
> Numpy-discussion mailing list
> Numpy-discussion@scipy.org
> http://mail.scipy.org/mailman/listinfo/numpy-discussion
>


More information about the Numpy-discussion mailing list