Hi, I wish to solve the following problem:
/* Problem -------------------------------------------------------- * Starting from double[] s0, determine double[] s, the solution of: * * | min f' * s * | * | s.t. s_l <= s <= s_u * * where double[] f has the same length as the double [] s. * * The double[] s_l and double[] s_u are lower and upper bounds of s, * respectively. * ---------------------------------------------------------------- */ I have tried to understand what solution algorithm in Apache Commons Math to use. I have tried the SimplexSolver, but it seams unable to handle SimpleBounds and demands LinearConstraint which I do not have any. Any suggestions of how to use the library for this problem?
