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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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