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viena
2009 Mar 27
1
constraint optimization: solving large scale general nonlinear problems
...,...,xn)
x1,..xn
x1=g1(x1,...,xn)
.
.
xn=gn(x1,...,xn)
I am using Rdonlp2 package which works well until 40 variables in my
case. I need to solve this problem with over 300 variables. In this case
Rdonlp2 is very very slowly. I know that in Matlab exists Knitro
(http://www.ziena.com/knitro.htm.) for large optimization problems.
It will be great if you can suggest me some alternatives solutions.
Thanks in advance,
Florin
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Florin G. Maican
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Ph.D. candidate,
Department of Economics,
School of...