On 15 October 2013 16:43, Steven G. Johnson <[email protected]> wrote:
> > 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. > Just to make sure I expressed myself correctly here: f1 is simply = f2/f3. In order of priority, I want to maximize f1, then maximize f2 with f2>=min2, and minimize f3<=min3, if there is such a solution(s) I could formulate the problem as: maximize f2 and minimize f3 (this may be a Pareto frontier), and then choose the point on this frontier that gives the max f2/f3 Thanks, > 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. > > Just to clarify
_______________________________________________ NLopt-discuss mailing list [email protected] http://ab-initio.mit.edu/cgi-bin/mailman/listinfo/nlopt-discuss
