> Thank you for your reply!
> I already use the elimination but the results are not as good as expected.
> I will try with other algorithms.
> First tests with COBYLA show better results.
> Hope newer versions of NlOpt will integrate Constraint with the Nelder-Mead 
> algorithm.  

You can use Auglag with Nelder-Mead as another way to add constraints to it.

However, I'm honestly not planning a lot of updates to the Nelder-Mead code; 
this algorithm is historically interesting, but it is problematic in practice 
because Nelder-Mead is not guaranteed to converge to a local minimum.

--SGJ


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