|
|
 | | From: | Heiko Schaefer | | Subject: | QP qith ranked constraints | | Date: | 17 Jan 2005 10:40:13 +0100 |
|
|
 |
Dear all,
please bear my ignorance, I am quite new to optimisation.
I have a constrainted QP problem where often some of the
constraints are in conflict. The constraints are ranked,
i.e. some are more important then others and I would like
to relax/remove the more unimportant ones in order to
get a solution. What would be the best methodology to use?
I have tried to use Goldfarb & Idnani in a 'black box'
approach but do not know whether this is the best way
for my problem.
Any help is greatly appreciated!
Thanks,
Heiko
|
|
| | From: | hansm | | Subject: | Re: QP qith ranked constraints | | Date: | 17 Jan 2005 13:54:46 -0800 |
|
|
| Hi,
you have linear constraints and may benefit from using MINOS(IIS) in
the Tools/Analysis Tools section of
http://plato.asu.edu/guide.html
Hans Mittelmann
|
|
|
