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Stephen Wolfram
SEARCH MATHEMATICA 8 DOCUMENTATION
THIS IS DOCUMENTATION FOR AN OBSOLETE PRODUCT.
SEE THE
DOCUMENTATION CENTER
FOR THE LATEST INFORMATION.
Mathematica
>
Mathematica
Overview
|
Constrained Optimization
Mathematics and Algorithms
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Constrained Optimization
Introduction
Optimization Problems
Global Optimization
Local Optimization
Solving Optimization Problems
Linear Optimization
Introduction
The LinearProgramming Function
Options for LinearProgramming
Examples
Difference between Interior Point and Simplex and/or Revised Simplex
Finding Dual Variables
Dealing with Infeasibility and Unboundedness in the Interior Point Method
The Method Options of "InteriorPoint"
Importing Large Datasets and Solving Large-Scale Problems
Importing MPS Formatted Files in Equation Form
Large-Scale Problems: Importing in Matrix and Vector Form
Free Formatted MPS Files
Application Examples of Linear Programming
L1 Norm Minimization
Design of an Optimal Anchor
Algorithms for Linear Programming
Simplex and Revised Simplex Algorithms
Interior Point Algorithm
Numerical Nonlinear Local Optimization
Introduction
The FindMinimum Function
Options for FindMinimum
Examples of FindMinimum
Finding a Global Minimum
Solving Minimax Problems
Multiobjective Optimization: Goal Programming
An Application Example
Limitations of Interior Point Method
Numerical Algorithms for Constrained Local Optimization
The Interior Point Algorithm
Numerical Nonlinear Global Optimization
Introduction
The NMinimize Function
Numerical Algorithms for Constrained Global Optimization
Nelder-Mead
Differential Evolution
Simulated Annealing
Random Search
Numerical Nonlinear Global Optimization Examples
Exact Global Optimization
Introduction
Algorithms
Optimization by Cylindrical Algebraic Decomposition
Examples
Customized CAD Algorithm for Optimization
Reduction to Minimizing a Coordinate Function
The Projection Phase of CAD
The Lifting Phase of CAD
Strict Inequality Constraints
Linear Optimization
Univariate Optimization
Optimization by Finding Stationary and Singular Points
Optimization over the Integers
Integer Linear Programming
Optimization over the Reals Combined with Integer Solution Finding
Comparison of Constrained Optimization Functions
Constrained Optimization References
TUTORIAL COLLECTION
Constrained Optimization
Mathematics and Algorithms
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