[Maxima] optimization function
robert.dodier at gmail.com
Tue Jan 29 09:23:36 CST 2008
On 1/29/08, Alexandre Campos <alexandre at emc.ufsc.br> wrote:
> exists in maxima something to optimize a function (non-linear)
> constrained to some equations and/or inequations ?
There is augmented_lagrangian_method which can solve problems with
equality constraints on a nonlinear objective function.
For inequality constraints, there isn't anything in Maxima to directly
solve such problems. Maybe you can try to rephrase the problem
as an unconstrained problem, e.g. a constraint x > 0 could be
translated into an unconstrained variable y = log(x). I don't know
if that is possible in general.
Or maybe the objective function is close enough to linear so you
could apply the simplex method, which Maxima has.
augmented_lagrangian_method is not the strongest method for
problems with equality constraints. I think there are some web
sites which describe various methods.
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