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From: =?iso-8859-1?Q?Alexander_Sehlstr=F6m?= <alexander@sehlstrom.se>
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Subject: [math] Solving SLP problem
Message-Id: <370CABD7-C9B3-44C2-A252-7E4BA9A94F7B@sehlstrom.se>
Date: Thu, 7 Mar 2013 17:13:32 +0100
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Hi,

I wish to solve the following problem:

/* Problem --------------------------------------------------------
 * Starting from double[] s0, determine double[] s, the solution of:
 *=20
 *     | min   f' * s
 *     |
 *     | s.t.  s_l <=3D s <=3D s_u
 *=20
 * where double[] f has the same length as the double [] s.
 *
 * The double[] s_l and double[] s_u are lower and upper bounds of s,
 * respectively.
 * ----------------------------------------------------------------
 */

I have tried to understand what solution algorithm in Apache Commons =
Math to use. I have tried the SimplexSolver, but it seams unable to =
handle SimpleBounds and demands LinearConstraint which I do not have =
any.

Any suggestions of how to use the library for this problem?=

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