From: Lukasz Grabun <grabek@acn.waw.pl>
To: gsl-discuss@sources.redhat.com
Subject: Optimization in GSL
Date: Wed, 30 Oct 2002 13:05:00 -0000 [thread overview]
Message-ID: <20021031195015.GA12370@acn.waw.pl> (raw)
OK, that's a big one. Is there a support for quadratic optimization in
GSL? I've browsed the documentation and then read it rather carefully
but I just could not find any routines that would solve something like
f(x) = \sum_{s,i} (x_{s,i}^2 - a_{s,i})^2 subject to constraints
x_{s,i} >= 0;
\sum_s x_{s,i} = 1;
It's very simple problem thought due to number of variables one can
not solve this manually. I though I can use computer for this purpose.
Did anyone happen to know how one can use GSL to solve such a problem?
--
Lukasz Grabun
next reply other threads:[~2002-10-30 19:49 UTC|newest]
Thread overview: 2+ messages / expand[flat|nested] mbox.gz Atom feed top
2002-10-30 13:05 Lukasz Grabun [this message]
2002-10-30 13:17 ` Lukasz Grabun
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