Re: help optimization

[Jaroslav Hajek]

On Fri, Feb 27, 2009 at 1:27 PM, oliva maria <address@hidden> wrote:
> Hi!
>
> I´m a new user of Octave, so I don´t know so much about it.
> I need to optimize a non linear function with linear constrains, is there
> any function in Octave to
> do this?
>
> thanks in advance,
> Maria
>

try sqp.

If the linear constraints are equality constraints, it may be a good
idea to factorize them out in advance, i.e. restrict the optimization
to the feasible affine space (and thus reduce the dimensionality of
the problem).

regards

-- 
RNDr. Jaroslav Hajek
computing expert
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz