I'll just add that it seems as though Ipopt is exactly what you want. It is an interior point solver for non-linear programs.<div><br></div><div>Cheers,</div><div><br></div><div>Ted<br><br><div class="gmail_quote">On Thu, Nov 3, 2011 at 11:47 AM, Lou Hafer <span dir="ltr"><<a href="mailto:lou@cs.sfu.ca">lou@cs.sfu.ca</a>></span> wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex;">Agarwal,<br>
<div class="im"><br>
> I am new to Clp and am trying to declare my own objective function of<br>
> the type ax^2 + bxy _c*log(x) + z^(exp(a-b)). I want to minimize the<br>
> function using Interior point alogirthm.<br>
<br>
</div>To my knowledge, clp does not directly support this sort of nonlinear<br>
objective. You might want to have a look at Ipopt, or look for some way<br>
to reduce your objective to piecewise linear or quadratic. Someone else<br>
will have to take this further, nonlinear problems are not my area of<br>
expertise.<br>
<br>
Lou<br>
<br>
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</blockquote></div><br><br clear="all"><div><br></div>-- <br>Dr. Ted Ralphs<br>Associate Professor, Lehigh University<br>(610) 628-1280<br>ted 'at' lehigh 'dot' edu<br><a href="http://coral.ie.lehigh.edu/~ted" target="_blank">coral.ie.lehigh.edu/~ted</a><br>
<br>
</div>