Article View: sci.math.num-analysis
Article #695Suggestion needed about constrained optimization
From: Thitipong Tanprasert
Date: Fri, 06 Nov 1992 17:39
Date: Fri, 06 Nov 1992 17:39
20 lines
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1324 bytes
Hi,
I'm not a math student and just started to know about numerical
optimization a couple of weeks ago. However, I need to optimize an upto
200 variables nonlinear (quadractic and maybe trigonometric) objective
functions under many nonlinear (trigonometric) constraints. I have no
expectation to find global optimum. Just hope to obtain some good
acceptable results. Would anyone please help suggesting a reliable
constrained optimization method that I may program to deal with my
problem. I was suggested about Penalty Function and think it's quite
interesting. However, I have no idea if some other methods will
work better (generally). Also, if I use Penalty Function method, what
unconstrained optimization method should I attempt to implement? Is
there a ftp-able software about this that I may use directly without
having to program myself?
Any suggestion would be very appreciated,
T. Tanprasert
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Newsgroups: sci.math.num-analysis Path: arc1-ca.pugleaf.net!sparky!uunet!gumby!wupost!tulane!rouge!tt From: tt@swamp.cacs.usl.edu (Thitipong Tanprasert) Subject: Suggestion needed about constrained optimization Message-ID: <1992Nov6.173939.10662@usl.edu> Sender: anon@usl.edu (Anonymous NNTP Posting) Organization: The Center for Advanced Computer Studies Date: Fri, 6 Nov 1992 17:39:39 GMT Lines: 22