Re: what is algorithm to optimize function with nonlinear constraints

2015-12-01 Thread Zhiliang Zhu
Thanks a lot for Ushnish 's kind reply. I am considering to apply simulated annealing algorithm for this question.However, there may be just one issue - sensibility , that is to say, for the totally same system of the function / constraints, the solution may be different while runningthe program

what is algorithm to optimize function with nonlinear constraints

2015-11-19 Thread Zhiliang Zhu
Hi all, I have some optimization problem, I have googled a lot but still did not get the exact algorithm or third-party open package to apply in it. Its type is like this, Objective function: f(x1, x2, ..., xn)   (n >= 100, and f may be linear or non-linear)Constraint functions: x1 + x2 + ... + x