forum.alglib.net

Hi, are you plalning to add some algorithm for the general non linear optimization problem, as:

Min f(x)

s.t. g(x) > c
a < x < b

where f(x) and g(x) are nonlinear functions?

I mean, something like Interior Point algorithm.

Tnx so much.

It will be done at some point, but I can't say something definite right now. We have to solve several other closely connected problems before starting working on it (better QP solver, for example).