[Clp] ClpSimplexNonlinear question
alex Dowson
alexdowson at hotmail.com
Wed Mar 20 07:29:06 EDT 2013
Dear John
Last question
1) how to specify constraints ?
2) which type of constraint it handles linear,non-linear?
Alex
-----Original Message-----
From: John Forrest
Sent: Wednesday, March 20, 2013 4:44 PM
To: clp at list.coin-or.org
Subject: Re: [Clp] ClpSimplexNonlinear question
Alex,
The Clp SLP is a trust region approach, and was based on talks with
Andrew Conn at IBM. Just look up Trust Region methods or there is a
book - Trust Region Methods by Andrew R. Conn, Nicholas I. M. Gould and
Phillippe L. Toint.
John Forrest
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