Have you thought of using some of the scipy libs for this tasks?<br><br><a href="http://docs.scipy.org/doc/scipy/reference/optimize.html">http://docs.scipy.org/doc/scipy/reference/optimize.html</a><br><br><br clear="all">Mobile: 07788 872118<br>
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<br><br><div class="gmail_quote">2009/1/14 Luca Dall'Olio <span dir="ltr"><<a href="mailto:luca.dallolio@gmail.com">luca.dallolio@gmail.com</a>></span><br><blockquote class="gmail_quote" style="border-left: 1px solid rgb(204, 204, 204); margin: 0pt 0pt 0pt 0.8ex; padding-left: 1ex;">
<div bgcolor="#ffffff" text="#000000">
<a href="mailto:ginac-list-request@ginac.de" target="_blank">ginac-list-request@ginac.de</a> ha scritto:
<blockquote type="cite">
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Today's Topics:
1. Re: constrained, parametric optimization (Richard B. Kreckel)
----------------------------------------------------------------------
Message: 1
Date: Wed, 14 Jan 2009 10:29:40 +0100
From: "Richard B. Kreckel" <a href="mailto:kreckel@ginac.de" target="_blank"><kreckel@ginac.de></a>
Subject: Re: [GiNaC-list] constrained, parametric optimization
To: GiNaC discussion list <a href="mailto:ginac-list@ginac.de" target="_blank"><ginac-list@ginac.de></a>
Message-ID: <a href="mailto:496DB084.2060308@ginac.de" target="_blank"><496DB084.2060308@ginac.de></a>
Content-Type: text/plain; charset=ISO-8859-1; format=flowed
Luca Dall'Olio wrote:
</pre>
<blockquote type="cite">
<pre>I am developing a computer program which needs to solve a constrained,
parametric optimisation, something like :
meaning to calculate min(x) such as y = b*x+a and x <= c and x >=0
where x and y are variables, a, b, c are constant but unknown parameters.
Since the problem is calculated at runtime from my computer program and
changes every time, I think I need to solve it with some form of constrained
programming with a symbolic result.
I could see something like this in mathematica :
<a href="http://reference.wolfram.com/mathematica/ref/Minimize.html#61381153" target="_blank">http://reference.wolfram.com/mathematica/ref/Minimize.html#61381153</a>
but I would like to keep my program free and open source, so I would like to
use a free library for this...
could you please tell me if I can do this using ginac?
</pre>
</blockquote>
<pre>GiNaC isn't prepared to do constrained optimization.
</pre>
</blockquote>
thank you very much for saving me a lot of (unsuccessful) time
searching :-)<br>
<blockquote type="cite">
<pre>I suppose that the example you posted above isn't the most general case
you are aiming at.
</pre>
</blockquote>
yes, you are right<br>
<br>
<blockquote type="cite">
<pre>
Because if it is, you can of course do that manually.
However, if the equations start containing powers of x, things become
more nasty.
</pre>
</blockquote>
I agree, I could live with limitations such as "only linear objective
function, only inequality constraints ..." or things like that, but I
need a parametric input (and so a symbolic result)<br>
<blockquote type="cite">
<pre>Regards
-richy.
</pre>
</blockquote>
<br>
Best regards,<br>
Luca<br>
</div>
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