Hello everyone,
I am trying to solve an optimization problem of a linear equation of the form F(x)=k1/x1+k2/x2+....+kn/xn, where "n" is of the order of 10k. The problem has about 10k non-linear equality and non-linear disequality constraints. To solve it I have used minnlc with SQP algorithm in C++, but the solution requires tenth of hours.
Am I using a wrong solver that slows down everything or is this timing normal for the Alglib library? I saw the same problem to be solved in less than one minute, but I don't know which library had been used.
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