constrained maximization, share variables of tagret function and constraint

Question

0 个投票

I want maximize a function f(x) s.t. nonlinear cosntraints c(x). Both the function f(x) and c(x) contain a computation step g(x), which is very time consuming.

How can i avoid doing the same computation twice at each step of tha maximization loop? (Once when the constraints are evaluated, once when the taget function is evaluated)?

2 个评论
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dominik 2014-1-31

Another way to ask is: can i put the target function and the constraints vector in the same function or do something equivalent.

Amit 2014-1-31

Can you post your problem. If not the code, atleast some description of f(x), c(x) and g(x). Without that its very hard to comment on solving the issue.

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