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Re: multimin with non-linear constraints
- From: Ajay Shah <ajayshah at mayin dot org>
- To: Jerome BENOIT <jgmbenoit at wanadoo dot fr>
- Cc: gsl-discuss at sources dot redhat dot com
- Date: Fri, 28 Mar 2003 05:34:40 +0530
- Subject: Re: multimin with non-linear constraints
- Organisation: Department of Economic Affairs, Ministry of Finance, New Delhi
- References: <20030327010835.GA23185@igidr.ac.in> <3E83306D.5060705@wanadoo.fr>
> In case I can be guided further let me be more specific
> [as I can after reading the 'nonlinear programming faq']:
> my constraints are just a set of quadratic equalities.
> I quite sure that such a problem was studied before:
> is there `keywords' for it ?
If your constraints are quadratic inequalities, then you're out of
luck (the simple tricks I talked about won't help). Then you need
"real" nonlinear programming codes. Please do help bring them (true
nonlinear programming codes) into gsl. We need them.
-ans.
--
Ajay Shah _ /| hahS yajA
Consultant, \'o.O ' ,tnatlusnoC
Dept. Econ. Affairs, =(___)= ajayshah at mayin dot org
Ministry of Finance, New Delhi U http://www.mayin.org/~ajayshah