Re: Optimisation problmes with nonlinear constraints

From: Joachim Schimpf <j.schimpf_at_icparc.ic.ac.uk>
Date: Wed 09 Jul 2003 10:10:46 AM GMT
Message-ID: <3F0BEA26.C6E23BCF@icparc.ic.ac.uk>
Edwin Chan wrote:
> 
> Hi all
> 
> I'm new to ECLIPSE and trying to use it to solve some optimisation problems.
> 
> I'm using the EPLEX library and has run the example in the tutorial. However
> it seems that it can't solve for problems with nonlinear constraints such
> as:
> 
> x1*exp(x1)<=0.3
> 
> Could anyone tell me which library and/or how, if possible at all, I can use
> to solve such NLP?

EPLEX is an interface to a simplex solver, and therefore handles
only linear constraints.

The IC library accepts nonlinear constraints and does interval
proagation on them. A combination of interval propagation and
search can in principle solve nonlinear systems:

?- lib(ic).
Yes (0.97s cpu)

?- X * exp(X) $=< 0.3, squash([X], 0.001, log).
X = X{-1.0Inf .. 0.23728964398866942}
There are 5 delayed goals.
Yes (0.02s cpu)

See also the "Constraint Library Manual", chapter on IC.

-- 
 Joachim Schimpf              /             phone: +44 20 7594 8187
 IC-Parc                     /      mailto:J.Schimpf@imperial.ac.uk
 Imperial College London    /    http://www.icparc.ic.ac.uk/eclipse
Received on Wed Jul 09 11:12:18 2003

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