constrained, parametric optimization
I am developing a computer program which needs to solve a constrained, parametric optimisation, something like : meaning to calculate min(x) such as y = b*x+a and x <= c and x >=0 where x and y are variables, a, b, c are constant but unknown parameters. Since the problem is calculated at runtime from my computer program and changes every time, I think I need to solve it with some form of constrained programming with a symbolic result. I could see something like this in mathematica : http://reference.wolfram.com/mathematica/ref/Minimize.html#61381153 but I would like to keep my program free and open source, so I would like to use a free library for this... could you please tell me if I can do this using ginac? thank you very much in advance! Luca
Luca Dall'Olio wrote:
I am developing a computer program which needs to solve a constrained, parametric optimisation, something like :
meaning to calculate min(x) such as y = b*x+a and x <= c and x >=0 where x and y are variables, a, b, c are constant but unknown parameters. Since the problem is calculated at runtime from my computer program and changes every time, I think I need to solve it with some form of constrained programming with a symbolic result.
I could see something like this in mathematica :
http://reference.wolfram.com/mathematica/ref/Minimize.html#61381153
but I would like to keep my program free and open source, so I would like to use a free library for this...
could you please tell me if I can do this using ginac?
GiNaC isn't prepared to do constrained optimization. I suppose that the example you posted above isn't the most general case you are aiming at. Because if it is, you can of course do that manually. However, if the equations start containing powers of x, things become more nasty. Regards -richy. -- Richard B. Kreckel <http://www.ginac.de/~kreckel/>
participants (2)
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Luca Dall'Olio
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Richard B. Kreckel