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| General Nonlinear Optimization http://forum.alglib.net/viewtopic.php?f=2&t=565 |
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| Author: | TheBear [ Wed Apr 18, 2012 7:58 am ] |
| Post subject: | General Nonlinear Optimization |
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. |
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| Author: | Sergey.Bochkanov [ Wed Apr 18, 2012 1:00 pm ] |
| Post subject: | Re: General Nonlinear Optimization |
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). |
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