# Revision history [back]

### Non-linear programming

I would like to minimize a function with Sage.

More precisely I would like to minimize a function of the type $$\sum_{i=1}^{n} a_i \log \frac{1}{x_i}$$ subjected to some linear constraints.

I define a program with all the constraints. And now I would like to set up the objective function and solve.

Since that is not a linear program I wonder how to do it in Sage. Is there a way?

 2 No.2 Revision William Stein 2179 ●11 ●32 ●63 http://wstein.org/

### Non-linear programming

I would like to minimize a function with Sage.

More precisely I would like to minimize a function of the type $$\sum_{i=1}^{n} \sum_{i=1}^{n} a_i \log \frac{1}{x_i}$$ \frac{1}{x_i}$subjected to some linear constraints. I define a program with all the constraints. And now I would like to set up the objective function and solve. Since that is not a linear program I wonder how to do it in Sage. Is there a way? ### Non-linear programming I would like to minimize a non-linear function with Sage. More precisely I would like to minimize find the numerical minimum of a function of the type$\sum_{i=1}^{n} a_i \log \frac{1}{x_i}$where the variables$x_i$are subjected to some linear constraints.constraints, while$a_i$are known coefficients. I define Thus the constraints are essentially similar to the ones of a program with all the constraints. continuous linear program. And now I would like to set up the objective function and solve. Since that is not a linear program I wonder how to do it in Sage. Is there a way?way? I thought that since the function is concave, a routine for convex optimization should work. ### Non-linear programming I would like to minimize a non-linear function with Sage. More precisely I would like to find the numerical minimum of a function$\sum_{i=1}^{n} a_i \log \frac{1}{x_i}$where the variables$x_i$are subjected linear constraints, while$a_i\$ are known coefficients.

Thus the constraints are essentially similar to the ones of a continuous linear program. And now I would like to set up the objective function and solve.

Since that this is not a linear program I wonder how to do it in Sage. Is there a way? I thought that since the function is concave, a routine for convex optimization should work.