optimization problem

GAMS
1

Hi, Dear members of GAMS forum
I have a problem (Optimization problem) that I can’t solve it . I
appreciate anyone if can help me. I’m trying to solve an optimization
problem as follow:
min{F1(x),F2(x),max(F3(x))} with nonlinear equality and inequality
constraint.
I don’t know that if gams is capable to solve it or no. also I found
in MATLAB OPTIMIZATION TOOLBOX a function named fminimax that can
solve the problmes like this: min max {Fi(x)} with nonlinear equality
and inequality constraint. please refer to optimization toolbox for
more information. Is it possible to convert my problem to this format
of MATLAB function or solve it with GAMS? please help me for solve
this problem .

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2

Hi Akbari,

I am sure that such Nonlinear optimization problems can be handled in
GAMS. I have hardly worked on such problems using GAMS, so I won’t be
able to throw more light on this.

Though I doubt if there is any metaheuristic based solver available
for Nonlinear optimization in GAMS as it is now available in Matlab.

sincerely,
–surendu


On Apr 1, 1:23 am, tohidakbari wrote:

Hi, Dear members of GAMS forum
I have a problem (Optimization problem) that I can’t solve it . I
appreciate anyone if can help me. I’m trying to solve an optimization
problem as follow:
min{F1(x),F2(x),max(F3(x))} with nonlinear equality and inequality
constraint.
I don’t know that if gams is capable to solve it or no. also I found
in MATLAB OPTIMIZATION TOOLBOX a function named fminimax that can
solve the problmes like this: min max {Fi(x)} with nonlinear equality
and inequality constraint. please refer to optimization toolbox for
more information. Is it possible to convert my problem to this format
of MATLAB function or solve it with GAMS? please help me for solve
this problem .
–~–~---------~–~----~------------~-------~–~----~
To post to this group, send email to gamsworld@googlegroups.com
To unsubscribe from this group, send email to gamsworld+unsubscribe@googlegroups.com
For more options, visit this group at http://groups.google.com/group/gamsworld?hl=en
-~----------~----~----~----~------~----~------~–~—

\

3

Hi Dear surendu,
Thanks for reply,
sincerely.

On Fri, Apr 3, 2009 at 10:24 AM, surendu wrote:


Hi Akbari,

I am sure that such Nonlinear optimization problems can be handled in
GAMS. I have hardly worked on such problems using GAMS, so I won’t be
able to throw more light on this.

Though I doubt if there is any metaheuristic based solver available
for Nonlinear optimization in GAMS as it is now available in Matlab.

sincerely,
–surendu


On Apr 1, 1:23 am, tohidakbari wrote:

Hi, Dear members of GAMS forum
I have a problem (Optimization problem) that I can’t solve it . I
appreciate anyone if can help me. I’m trying to solve an optimization
problem as follow:
min{F1(x),F2(x),max(F3(x))} with nonlinear equality and inequality
constraint.
I don’t know that if gams is capable to solve it or no. also I found
in MATLAB OPTIMIZATION TOOLBOX a function named fminimax that can
solve the problmes like this: min max {Fi(x)} with nonlinear equality
and inequality constraint. please refer to optimization toolbox for
more information. Is it possible to convert my problem to this format
of MATLAB function or solve it with GAMS? please help me for solve
this problem . --~–~---------~–~----~------------~-------~–~----~
To post to this group, send email to gamsworld@googlegroups.com
To unsubscribe from this group, send email to gamsworld+unsubscribe@googlegroups.com
For more options, visit this group at http://groups.google.com/group/gamsworld?hl=en
-~----------~----~----~----~------~----~------~–~—