"Mike " <michael.gerstREMOVE@yale.edu> wrote in message <email@example.com>... > Ok, I think it makes sense now. I'll give it a try and see > what happens. You mentioned there are other transformations > that can be used to enforce non-negativity; do you have a > reference or document for those also?
Well, actually I was referring to dually bounded problems, such as
a <= x <= b
Here a sin or sin^2 transformation is often used, although I have occasionally employed an atan transformation.
Non-negativity can also be enforced using an exponential. The problem here is it tends to make the problem a bit nastily nonlinear.