I'm sorry for the lack of clear definitions. Then, and going back to my original problem without gradient, what algorithm do you advise me to use? Would COBYLA work? Thanks in advance.
P.S. I reviewed the page you submitted, but couldn't understand how to remove the conditions in my equations. Again, I'm sorry for my lack of knowledge in optimization, but I'm not an expert, only a user. ------------------------------------------------- Julio Rojas [email protected] On Wed, Jul 13, 2011 at 8:28 PM, Steven G. Johnson <[email protected]>wrote: > > On Jul 13, 2011, at 11:57 AM, Julio Rojas wrote: > > Thanks for the tip, I'll take a look at it. > > As for the constraints, they are linear, simple bound constraints. > C(j,k)<=C(j,k+1), k=1:4 > C(j,4)-C(j,1)<=max(X(i,j,4)-X(i,j,1)) > > > That is an affine constraint, but it is not a simple bound constraint. A > simple bound constraint on a variable x is of the form: > > min_constant <= x <= max_constant > > > > _______________________________________________ > NLopt-discuss mailing list > [email protected] > http://ab-initio.mit.edu/cgi-bin/mailman/listinfo/nlopt-discuss > >
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