multimin with non-linear constraints

Ajay Shah ajayshah@mayin.org
Fri Mar 28 00:04:00 GMT 2003


> In case I can be guided further let me be more specific
> [as I can after reading the 'nonlinear programming faq']:
> my constraints are just a set of quadratic equalities.
> I quite sure that such a problem was studied before:
> is there `keywords' for it ?

If your constraints are quadratic inequalities, then you're out of
luck (the simple tricks I talked about won't help). Then you need
"real" nonlinear programming codes. Please do help bring them (true
nonlinear programming codes) into gsl. We need them.

          -ans.

-- 
Ajay Shah                            _   /|                          hahS yajA
Consultant,                         \'o.O '                        ,tnatlusnoC
Dept. Econ. Affairs,                =(___)=                 ajayshah@mayin.org
Ministry of Finance, New Delhi         U        http://www.mayin.org/~ajayshah



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