Hi Sebastian,
no, at the moment there is no constrained optimization routine in scismalltalk. of course you could try one of the unconstrained optimization routines in scismalltalk with some penalty method, but with equality constraints this is not the most successfull way in my experience.
werner
On Wednesday, February 25, 2015 at 8:24:20 PM UTC+1, Sebastian Tleye wrote:
Hi,
I wonder if there is something to apply nonlinear programming in SciSmalltalk
What I need is very easy, I have a vector {x1 x2... xn} and a function over these elements f(x1...xn), I want to maximize this function with the constraint
that x1 + x2 + ... + xn = 1
Is there something to do this?
--
You received this message because you are subscribed to the Google Groups "SciSmalltalk" group.
To unsubscribe from this group and stop receiving emails from it, send an email to
[hidden email].
For more options, visit
https://groups.google.com/d/optout.