optimization problem

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Archiver
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optimization problem

Post by Archiver »



Hi, Dear members of GAMS forum
I have a problem (Optimization problem) that I can't solve it . I
appreciate anyone if can help me. I'm trying to solve an optimization
problem as follow:
min{F1(x),F2(x),max(F3(x))} with nonlinear equality and inequality
constraint.
I don't know that if gams is capable to solve it or no. also I found
in MATLAB OPTIMIZATION TOOLBOX a function named fminimax that can
solve the problmes like this: min max {Fi(x)} with nonlinear equality
and inequality constraint. please refer to optimization toolbox for
more information. Is it possible to convert my problem to this format
of MATLAB function or solve it with GAMS? please help me for solve
this problem .

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Archiver
User
User
Posts: 7876
Joined: 7 years ago

Re: optimization problem

Post by Archiver »



Hi Akbari,

I am sure that such Nonlinear optimization problems can be handled in
GAMS. I have hardly worked on such problems using GAMS, so I won't be
able to throw more light on this.

Though I doubt if there is any metaheuristic based solver available
for Nonlinear optimization in GAMS as it is now available in Matlab.

sincerely,
--surendu


On Apr 1, 1:23 am, tohidakbari wrote:
> > Hi, Dear members of GAMS forum
> > I have a problem (Optimization problem) that I can't solve it . I
> > appreciate anyone if can help me. I'm trying to solve an optimization
> > problem as follow:
> > min{F1(x),F2(x),max(F3(x))} with nonlinear equality and inequality
> > constraint.
> > I don't know that if gams is capable to solve it or no. also I found
> > in MATLAB OPTIMIZATION TOOLBOX a function named fminimax that can
> > solve the problmes like this: min max {Fi(x)} with nonlinear equality
> > and inequality constraint. please refer to optimization toolbox for
> > more information. Is it possible to convert my problem to this format
> > of MATLAB function or solve it with GAMS? please help me for solve
> > this problem .
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To unsubscribe from this group, send email to gamsworld+unsubscribe@googlegroups.com
For more options, visit this group at http://groups.google.com/group/gamsworld?hl=en
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Archiver
User
User
Posts: 7876
Joined: 7 years ago

Re: optimization problem

Post by Archiver »


Hi Dear surendu,
Thanks for reply,
sincerely.

On Fri, Apr 3, 2009 at 10:24 AM, surendu wrote:


Hi Akbari,

I am sure that such Nonlinear optimization problems can be handled in
GAMS. I have hardly worked on such problems using GAMS, so I won't be
able to throw more light on this.

Though I doubt if there is any metaheuristic based solver available
for Nonlinear optimization in GAMS as it is now available in Matlab.

sincerely,
--surendu


On Apr 1, 1:23 am, tohidakbari wrote:
> Hi, Dear members of GAMS forum
> I have a problem (Optimization problem) that I can't solve it . I
> appreciate anyone if can help me. I'm trying to solve an optimization
> problem as follow:
> min{F1(x),F2(x),max(F3(x))} with nonlinear equality and inequality
> constraint.
> I don't know that if gams is capable to solve it or no. also I found
> in MATLAB OPTIMIZATION TOOLBOX a function named fminimax that can
> solve the problmes like this: min max {Fi(x)} with nonlinear equality
> and inequality constraint. please refer to optimization toolbox for
> more information. Is it possible to convert my problem to this format
> of MATLAB function or solve it with GAMS? please help me for solve
> this problem . --~--~---------~--~----~------------~-------~--~----~
To post to this group, send email to gamsworld@googlegroups.com
To unsubscribe from this group, send email to gamsworld+unsubscribe@googlegroups.com
For more options, visit this group at http://groups.google.com/group/gamsworld?hl=en
-~----------~----~----~----~------~----~------~--~---

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