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Constrained optimization with changing constraints based on value of target function

Posted 27 days ago

Is this possible, that some constraints have parameters that depend on the target function? Or do the constraints need to be statable in an unchanging way?

POSTED BY: Iuval Clejan
3 Replies
Posted 26 days ago

Wait, I need to add stuff that was in the original file, that I simplified... Hang on. It works now.

POSTED BY: Iuval Clejan
Posted 26 days ago

Almost, but not quite. The constraints need to be defined outside NMinimize, as they are a bit complicated. See new file. It works now! Thanks.

POSTED BY: Iuval Clejan

Do you mean something like this?:

NMinimize[{f, x^2 + y^2 + f^2 <= 4} /. f -> Cos[x] + Cos[y], {x, y}]
(*  {0.356557, {x -> 1.39121, y -> -1.39191}}  *)
POSTED BY: Michael Rogers
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