On Oct 15, 2013, at 11:55 AM, MM <[email protected]> wrote:
> 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
If f1 is simply f2/f3, it should be possible to simply cache the values of f2
and f3 to avoid recomputing them. NLopt always evaluates the objective first
and then the constraints for a given point x.
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