* minimize *

* subject to *

* *

In this section, we provide the framework for the general nonlinear programming problem. We also examine the construction of linear, nonlinear and compound constraints.

- Constructing linear constraints
- Constructing nonlinear constraints
- Constructing a compound constraint

Now, we have all the necessary tools to build a nonlinear programming problem.

* minimize *

* subject to *

* *

* *

* *

Step 1: Build your constraints. The constraint set consists of bounds on the variables plus one nonlinear inequality.

// Number of bounds and number of nonlinear constraints int numBds = 3, ncnln = 1; ColumnVector lower(numBds), upper(numBds); // Construct the nonlinear equation NLP* chs65 = new NLP( new NLF2(numBds,ncnln,ineq_hs65,init_hs65) ); Constraint ineq = new NonLinearInequality(chs65); // Construct the bound constraints lower << -4.5 << -4.5 << -5.0; upper << 4.5 << 4.5 << 5.0 ; Constraint bc = new BoundConstraint(n,lower,upper); // Construct the compound constraint CompoundConstraint* constraints = new CompoundConstraint(ineq,bc);

Step 2: Create a constrained problem where the objective function has analytic Hessians.

Next Section: Parallel optimization | Back to Solvers Page

Last revised * July 13, 2006*