On Oct 15, 2013, at 9:40 AM, MM <[email protected]> wrote:
> 1. Can nlopt be used for such a problem?

Yes, it sounds like a standard nonlinear-constrained optimization problem.

> 2. Can the problem be simplified to dealing just with f2 and f3?

I don't see how you can possibly remove your objective f1 from the problem.

> Ultimately, I am not looking for the absolute max of f1(X) in the feasible 
> region,
> I am looking for the "ball" or "hypercube" of length E in each dimension, 
> inside the feasible region, such that the average of f1(X) over that 
> hypercube is maximum.

This sounds like it is just a change of objective.  Instead of your objective 
being f1, it would be the mean of f1 over a ball of diameter E centered at X.


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