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From: Awais on 13 Aug 2010 10:47
Hi,

I am not sure whether I have posted the question on the right place or not as I was unable to find the optimization forum.

I want to solve a linear objective function, with some linear constraints and one higher order non-linear (not quadratic, it Lp-norm) constraint.

I know that Lp-norm constraint can be approximated by second order taylor series, and the problem is solved by mosek. But the approximating Lp-norm with taylor series seems not a good thing for my case.

Can any tell me how to solve an optimization problem with general non-linear constraints. Or can any one suggest a solver that can do it if I give my optimization problem to it.

Secondly can any one guide me when the use of second order taylor series for approximating a function is appropriate (for example whether it is appropriate for Lp-norm or not)
From: Stephen J. Herschkorn on 13 Aug 2010 14:54


Awais wrote:

>Hi,
>
>I am not sure whether I have posted the question on the right place or not as I was unable to find the optimization forum.
>
>I want to solve a linear objective function, with some linear constraints and one higher order non-linear (not quadratic, it Lp-norm) constraint.
>
>I know that Lp-norm constraint can be approximated by second order taylor series, and the problem is solved by mosek. But the approximating Lp-norm with taylor series seems not a good thing for my case.
>
>Can any tell me how to solve an optimization problem with general non-linear constraints. Or can any one suggest a solver that can do it if I give my optimization problem to it.
>
>Secondly can any one guide me when the use of second order taylor series for approximating a function is appropriate (for example whether it is appropriate for Lp-norm or not)
>
>

You might post this to sci.op-research.

--
Stephen J. Herschkorn sjherschko(a)netscape.net
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