Hello all,
I'm working through an optimization problem, and I'm running into a problem adding constraints on the variables I am trying to optimize. I'll attempt to ask the question in a general sense, but if it's not clear, I'll be more specific.
I have a procedure called EIG that calculates the sum of the squared residuals of a model compared to experimental data by inputting 6 variables. I'm trying to minimize this function by using the Optimization function in Maple 12. What follows is the command I'm executing:
Optimization:-NLPSOLVE(EIG,method=nonlinearsimplex,initialpoint=[10,175,0.58,0.006,0.011,0.0001],evaluationlimit=100)
Generally, this works fairly well (and takes a few hours to compute). However, now I'd like to add a constraint to the final variable, but I know that the nonlinearsimplex method does not allow me to constrain the problem in any way. I tried switching to the sqp method, but I seem to get all kinds of errors when I try to constrain any of the variables. How would I correctly add a constraint (say, for the final variable to be less than 0.006)?
I'm sorry if this seems simple, but I'm currently stuck on this issue, and any help would be appreciated!