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Article #655Min/Max of convex function w/ linear constraints - help wanted
From: daffy
Date: Mon, 28 Sep 1992 02:19
Date: Mon, 28 Sep 1992 02:19
24 lines
1255 bytes
1255 bytes
Hi, I have an everywhere convex function that I want to maximise, subject to linear constraints. The function is one of about 1000 variables, with about half as many constraints as vars. Does anyone have any pointers to a fast algorithm for this type of problem? It is probably one of the easiest to solve numericaly, but I want it done as fast as possible. Thanks in anticipation, Daf. E-mail resonses would be appreciated. -- ------------------------------------------------------------------------------- Davyd Norris : "Strange people physicists... In my opinion Physics Dept. : those that aren't already dead are in some Monash University, : way very, very sick." - Douglas Adams, Vic, Australia. : "The Long Dark Tea-time Of The Soul" -------------------------------------------------------------------------------
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Path: arc1-ca.pugleaf.net!sparky!uunet!munnari.oz.au!bruce.cs.monash.edu.au!monu6!vaxc.cc.monash.edu.au!daffy From: daffy@vaxc.cc.monash.edu.au Newsgroups: sci.math.num-analysis Subject: Min/Max of convex function w/ linear constraints - help wanted Message-ID: <1992Sep28.121933.90217@vaxc.cc.monash.edu.au> Date: 28 Sep 92 12:19:32 +1000 Organization: Monash University - Australia. Lines: 24