Math Forum Discussions

Gordon Sande

Posts: 113
Registered: 5/13/10

Re: nonlinear optimization problem with constraints
Posted: Sep 8, 2012 9:35 AM

Plain Text

On 2012-09-08 05:50:07 -0300, oercim said:

> Hello.I have an nonlinear optimization problem with constraints. I
> realy need help. I am using a package problem to solve this problem.
> However, although the program finds a solution without an error( since
> tolarance values are satisfied), when I check the constraints values ,
> O see that some constraint values are not satisfactory (some
> constraints are realy close to zero which is satisfactory, but some are
> not close enough to zero).
> There are 5 unknowns and 4 constraints. So this system has infinitly
> many solutions. I just want which solution makes the objevtive function
> minimum.
> I don't have a much optmization background. I just want to determine
> among solutions(where the constraints are close enough to zero) which
> one makes the objective function minimum. As I mentioned, my priority
> is constraints to be satisfied satisfactorily.
> I don't know how to searh this subject. I studied some nonlinear
> optmization resources. However all terminates when the tolareance
> values are close to zero not each of the constraints close to zero. Is
> there a way to control the closenes of the constraint to zero. If there
> is a way, I will be very glad for recomendaton of some resources. At
> least if this subject has an special name in the literature, I want to
> leaarn it.Thanks a lot. Best regards.

Have you consulted the Guide to Optimization Software at
<http://plato.asu.edu/guide.html>?

The statements that some constraints are close to zero and others are
not satisfactory does
not sound like you have a clear idea of what constraints are supposed
to do. Are they exact
conditions - always zero? Are they boundaries - so closeness does not
matter? Etc? Is your
objective being used to judge the closeness to the constraints or is it
independent
of the constraints?