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Constraint optimization


From: Herrie van Rooy
Subject: Constraint optimization
Date: Wed, 08 Jun 2005 07:31:20 +0200

Hi
 
I am looking for an algorithm that does constraint optimization.  For the time being I only require bounds and linear constraints, but it must be able to work with optimization for multivariate problems (e.g. fmincon).
 
Kind regards
 
Herrie van Rooy
Department of Mathematics and Statistics
University of Johannesburg

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