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tp3531534p3531534
2011 May 18
1
Constrainted Nonlinear Optimization - lack of convergence
Hello,
I am attempting to utilize the 'alabama' package to solve a constrained
nonlinear optimization problem.
The problem has both equality and inequality constraints (heq and hin
functions are 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