- Constructing bound-constrained objects
- Creating a bound-constrained nonlinear problem
- Specifying the optimization method

Let's consider the two-dimensional Rosenbrock problem with bounds on the variables:

* minimize *

* subject to *

* *

Step 1: Build your bound constraint.

int ndim = 2; ColumnVector lower(ndim), upper(ndim); lower = -2.0; upper = 2.0; Constraint bc = new BoundConstraint(ndim, lower, upper);

Step 2: Create a constrained NLF1 object.

NLF1 rosen_problem(n,rosen,init_rosen,&bc);

- Bound-constrained Quasi-Newton method with line-search
- Finite-difference nonlinear interior-point method with line-search

Next Section: Constrained minimization | Back to Solvers Page

Last revised * July 13, 2006*