Displaying 1 result from an estimated 1 matches for "dphi".
Did you mean:
dahi
2011 May 18
1
Constrainted Nonlinear Optimization - lack of convergence
...used). All constraints are smooth, i.e. I can differentiate
easily to produce heq.jac and hin.jac functions.
My initial solution is feasible; I am attempting to maximize a function,
phi. As such, I create an objective or cost function '-phi', and the
gradient of the cost function '-dphi/dz'.
I will gladly provide the detailed code, but perhaps an overview of the
problem may be sufficient.
0. I installed 'alabama' and was successful at solving the example problem.
1. My constraints are:
z=0 (for several elements in the vector z)
z>=0 (for remaining elements in...