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Topic: Calculating gradient of objective function
Replies: 3   Last Post: Dec 6, 2012 2:09 AM

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Adam

Posts: 2
Registered: 7/29/12
Calculating gradient of objective function
Posted: Jul 29, 2012 3:27 PM
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Hi,
I am currently attempting to minimize the energy cost of a water network by determining the most efficient pump schedule. I am using simulator called epanet. My objective function returns the energy cost and my constraint function calculates the non linear constraints from epanet. The input is a pump schedule, a vector of 24 values (0-4) based on the amount of pumps that are active each time period.
I will be using a MINLP method (branch and bound) but for that I need to calculate the gradient of my objective function but am having some difficulties.
What is the best way to achieve this efficiently?

Thanks,
Adam



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