Thread View: sci.math.num-analysis
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Started by daffy
Mon, 28 Sep 1992 02:19
Min/Max of convex function w/ linear constraints - help wanted
Author: daffy
Date: Mon, 28 Sep 1992 02:19
Date: Mon, 28 Sep 1992 02:19
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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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