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2011-05-08 11:40:28 +0200 | marked best answer | Non-linear programming This question has been sitting here for a while with no answer. I had to do something like this myself recently, so I thought I'd post an answer. Here is some sample code that you could adapt to your situation. I've used 2 variables for illustration, but most of the code only depends on the value of |
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2011-03-12 07:53:04 +0200 | commented question | Non-linear programming I'll try to make the question more clear. |
2011-03-11 10:43:18 +0200 | asked a question | 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 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. |