[GiNaC-list] GiNaC-list Digest, Vol 47, Issue 2

Luca Dall'Olio luca.dallolio at gmail.com
Wed Jan 14 22:07:01 CET 2009

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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" <kreckel at ginac.de>
> Subject: Re: [GiNaC-list] constrained, parametric optimization
> To: GiNaC discussion list <ginac-list at ginac.de>
> Message-ID: <496DB084.2060308 at ginac.de>
> Content-Type: text/plain; charset=ISO-8859-1; format=flowed
> Luca Dall'Olio wrote:
>> 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 :
>> http://reference.wolfram.com/mathematica/ref/Minimize.html#61381153
>> 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?
> GiNaC isn't prepared to do constrained optimization.
thank you very much for saving me a lot of (unsuccessful) time searching :-)
> I suppose that the example you posted above isn't the most general case 
> you are aiming at. 
yes, you are right

> Because if it is, you can of course do that manually.
> However, if the equations start containing powers of x, things become 
> more nasty.
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)
> Regards
>     -richy.

Best regards,
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