Free Python optimization framework

Monday, November 17, 2008

new converter: minimax to NLP

I have committed the converter along with usage example. Like MATLAB's fminimax and lots of similar MMP solvers, it works via solving NLP

t -> min

subjected to
t >= f0(x)
t >= f1(x)
t >= fk(x)

Let me note that the NLP problem obtained is always constrained (in addition to constraints lb, ub, A, Aeq, c, h from original mmp we get new non-linear inequality constraints written above).

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