Search All of the Math Forum:
Views expressed in these public forums are not endorsed by
NCTM or The Math Forum.



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


On 20120908 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?



