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limiting an optimization vector result to positive entries

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limiting an optimization vector result to positive entries

Is there a way to convince mathcad optimizer that your really serious when you want all the entries of an optimization vector to be positive?

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Re: limiting an optimization vector result to positive entries

minerr treats constraints as soft constraints, and minimizes the error in them along with all other errors. If you want to make them hard constraints you need to weight them very heavily. Use v*10^15>0.

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2 REPLIES 2

Re: limiting an optimization vector result to positive entries

minerr treats constraints as soft constraints, and minimizes the error in them along with all other errors. If you want to make them hard constraints you need to weight them very heavily. Use v*10^15>0.

View solution in original post

Re: limiting an optimization vector result to positive entries

Richard,

Thanks...I had encouraged it with 10^6 before I posted the question. It obviously wasn't enough encouragement.

Your suggestion of 10^15 worked great!

Thanks...

Dan

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