Need an optimizer for non-linear, multivariable and constrained problem

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Need an optimizer for non-linear, multivariable and constrained problem

denizyazgac
Hi;

I have a function with 3 variables (x1,x2,x3), I know possible min and max
numbers for that 3 variables. Cost function is highly nonlinear and have
local minimums and a global minimum.
But I also have x2>x3 as an additional constrain.
I try diff evaluation but I can not define x2>x3






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Re: Need an optimizer for non-linear, multivariable and constrained problem

Olaf Till-2
On Sat, Oct 21, 2017 at 02:15:56PM -0700, denizyazgac wrote:
> Hi;
>
> I have a function with 3 variables (x1,x2,x3), I know possible min and max
> numbers for that 3 variables. Cost function is highly nonlinear and have
> local minimums and a global minimum.
> But I also have x2>x3 as an additional constrain.
> I try diff evaluation but I can not define x2>x3

You can define x2>x3 as a linear constraint.

Olaf

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Re: Need an optimizer for non-linear, multivariable and constrained problem

denizyazgac
Sorry for disturbing. But you mean to define linear constrain even if using
differential evaluation ?
Or do you mean linear programming?
Could you give a referance document or an example code for this?



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