Non-linear Inequality Constraint

Thread View: sci.math.num-analysis

2 messages

[T] Back to Threads [V] Tree View [G] Group Articles

2 total messages Started by Ossama Ismaeil Thu, 05 Nov 1992 19:53

#677

Author: Ossama Ismaeil
Date: Thu, 05 Nov 1992 19:53

21 lines
895 bytes


Hello !

   I wondered if any one can tell me about any method to solve an obtimization
   problem that has a non linear optimization function and non-linear 
   inequality constraints. The problem can be described as 

                  T
           Min   X  X  

      S.T         T 
                 X A X <= 0
                
  wher X is a vector and A is a square indefinite matrix.

  I would really appreciate it ver much. Thanks.


  Ossama
  e-mail   "ismaeil@qucis.queensu.ca"

Re: Non-linear Inequality Constraint

#723

Author: Richard Simard
Date: Mon, 09 Nov 1992 17:16

21 lines
1221 bytes

In article <1992Nov5.195334.774@qucis.queensu.ca> ismaeil@qucis.queensu.ca (Ossama Ismaeil) writes:
>
>   I wondered if any one can tell me about any method to solve an obtimization
>   problem that has a non linear optimization function and non-linear 
>   inequality constraints. The problem can be described as 
>
>                  T
>           Min   X  X  
>
>      S.T         T 
>                 X A X <= 0
>                
>  wher X is a vector and A is a square indefinite matrix.
>
It seems to me that the min. solution here is X = 0
For the general case, you could use a Lagrangian method
and apply the Kuhn-tucker conditions.


--
From:  simardr@iro.umontreal.ca

Thread Navigation

This is a paginated view of messages in the thread with full content displayed inline.

Messages are displayed in chronological order, with the original post highlighted in green.

Use pagination controls to navigate through all messages in large threads.

Back to All Threads