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since 2007/10/24
Mini-Max Problem (MMP)
maxi { fi(x) } -> min, i=0...I
subjected to
- Box - bound constraints
- lb <= x <= ub (some coords of lb and ub can be +/- inf)
- lb <= x <= ub (some coords of lb and ub can be +/- inf)
- General linear constraints
- A*x <= b
- Aeq*x = beq
- A*x <= b
- Non-linear constraints
- ci(x) <= 0, i = 0...I
- hj(x) = 0, j = 0...J
- ci(x) <= 0, i = 0...I
OpenOpt MMP example >>>
MMP solvers
| solver | license | info |
| nsmm | BSD | Can handle linear & non-lin constraints, user-supplied gradients/subgradients df, dc, dh. Ill-conditioned, piecewise linear and polynomial, non-smooth & noisy funcs are also allowed. The solver is intended to be enhanced in future. Solves NSP max(f_i(x)) -> min |
