solving inequality constraints problem for non linear optimization

rohailk — Sun, 13 Oct 2019 09:38:57 GMT

hi,

I am trying to solve the following problem

I wrote the following code

proc optmodel;
var x{1..2} >= 0;
minimize f = x[1]^2 - 6*x[1] + x[2]^3  - 3*x[2];
con constr1: sum{i in 1..2}x[i] <= 1;

/* starting point */
x[1] = 0.5;
x[2] = 0.4;

solve with NLP;
print x;

Am I doing it right please?

Re: solving inequality constraints problem for non linear optimization

RobPratt — Sun, 13 Oct 2019 19:33:16 GMT

Yes, that is correct. You can do it a little more simply by omitting the starting solution and the WITH NLP clause.

topic Re: solving inequality constraints problem for non linear optimization in Mathematical Optimization, Discrete-Event Simulation, and OR

solving inequality constraints problem for non linear optimization

Re: solving inequality constraints problem for non linear optimization