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how taking into account inequalities constraints
http://forum.alglib.net/viewtopic.php?f=2&t=3953
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Author:  pomme [ Sun Mar 17, 2019 9:52 pm ]
Post subject:  how taking into account inequalities constraints

Good evening,

to solve an optimization problem, I used ASA algorithm (VBA version). Thanks to it, I have the boundaries conditions.
For the equalities constraints, I put (x - x_target) ^ 2

But how can I take into account the inequalities constraints such as 0 <= x1 + x2 + x3 + x4 <= val_max ?

Many thanks for your help

Have a nice evening

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