boundconstrainedproblems.html.svn-base

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/** \page BoundConstrainedProblems  Bound-constrained minimization In this section, we describe the framework for a bound-constrainedminimization problem.  <UL><li> \ref  BoundConstraints<li> \ref  BCProblem<li> \ref  BCFragments</UL>\section BCProblem Creating a bound-constrained nonlinear problem Once you have mastered bound-constrained objects and setting up the objectivefunction, it is a simple 2-step process to build a bound-constrained nonlinear problem. Let's consider the two-dimensional Rosenbrock problem with bounds onthe variables: <em> minimize   </em> \f[100(x_2 - x_{1}^2)^2 + (1 - x_1)^2 \f]<em> subject to </em>  \f[ -2.0 \le x_1 \le 2.0 \f] <em>  </em>  \f[ -2.0 \le x_2 \le 2.0 \f] Step 1: Build your bound constraint.\code   int ndim =  2;   ColumnVector lower(ndim), upper(ndim);   lower    = -2.0; upper    =  2.0;   Constraint bc = new BoundConstraint(ndim, lower, upper);\endcodeStep 2: Create a constrained NLF1 object.\code   NLF1 rosen_problem(n,rosen,init_rosen,&bc);\endcode\section BCFragments  Specifying the optimization method OPT++ contains no less than six solvers for bound-constrained optimizationproblems.  To name a few, there are implementations of Newton's method, barrier Newton's method, interior-point methods, and direct search algorithms.We provide examples of solving the bound-constrained Rosenbrock problem with an active set strategy and a nonlinear interior-point method. <ol>	<li> \ref tstbcqnewton	<li> \ref tstbcnips</ol><p> <a href="ConstrainedProblems.html">	Next Section: Constrained minimization</a> |  <a href="Classification.html">Back to Solvers Page</a> </p> Last revised <em> July 13, 2006</em>*/

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