On Jan 13, 2:05 am, "Robert Kern" <robert.k...@gmail.com> wrote:
> On Mon, Jan 12, 2009 at 17:28, Luca <luca.dallo...@gmail.com> 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
>
> How complicated are your target functions? How complicated are your
> constraints?
I am not really eager about the complexity of target functions and
constraints : I am generating these equations out of other problems,
so any limitation in equation solving will simply become a limitation
in the input problem...
I would be already happy solving problems like this :
min(x) such as:
y = b*x+a
y >= c
x >= 0
(where a,b,c are constant (but unknown) parameters, x and y are the
unknown variables)
solution should then be something like : x=(c-a)/b, y=c if ....
of course, any other problem with a different structure but similar
complexity : linear objective function, inequalities constraint
functions.
I would be also interested in qualitative results such as "x is O
(...)" using the http://en.wikipedia.org/wiki/Big_O_notation but this
is asking too much, I suppose ;-)
>
> --
> Robert Kern
>
> "I have come to believe that the whole world is an enigma, a harmless
> enigma that is made terrible by our own mad attempt to interpret it as
> though it had an underlying truth."
> -- Umberto Eco
Best Regards!
Luca
"Io sono giunto a credere che il mondo intero è un enigma, un enigma
innocuo che è reso terribile dalla nostra pessima idea di
interpretarlo come se avesse una verità fondamentale."
-- Umberto Eco
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