On Mon, Jan 12, 2009 at 17:28, Luca <[email protected]> wrote:
>
> I am developing a computer program which needs to solve a constrained,
> parametric optimisation, something like :
>
> meaning to calculate min(x) such as y = b*x+a and x <= c and x >=0
> where x and y are variables, a, b, c are constant but unknown
> parameters.
> Since the problem is calculated at runtime from my computer program
> and changes every time, I think I need to solve it with some form of
> constrained programming with a symbolic result.
>
> I could see something like this in mathematica :
>
> http://reference.wolfram.com/mathematica/ref/Minimize.html#61381153

How complicated are your target functions? How complicated are your constraints?

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
  -- Umberto Eco

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