Hi I need to find x that will minimize Ax-b=0, under the inequality constraints Cx<d. Actually the constraints in my problem are only upper and lower bounds to x values. x is 4x1 vector, A is about 100x4 (and b is of course 100x1(. What is the appropriate algorithm? Is there any C / C++ code available?
I succeeded solving the non-constrained problem with SVD, but some times it give non-legal solution. Thanks a lot in advance Ariel --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Algorithm Geeks" group. To post to this group, send email to algogeeks@googlegroups.com To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.com/group/algogeeks -~----------~----~----~----~------~----~------~--~---
