Difference between revisions of "DefineOptimization"
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| − | + | When Analytica 4.3 is released, [[DefineOptimization]] will be the preferred way to specify optimization problems, including linear programs (LPs), quadratic programs (QPs), quadratically constrained problems (QCPs), non-linear problems (NLPs) and non-smooth problems (NSPs). | |
[[DefineOptimization]] specifies a structured optimization problem, which utilizes the structure and array structure embedded within your Analytica model, and makes use of constraints specified as Analytica equality or inequality expressions. [[DeifneOptimization]] is also able to analyze your model to determine your objective and constraints are linear, quadratic or non-linear functions of the decision variable(s), and to automatically extract the linear and quadratic coefficients in those causes. It will also handle sparse LP/QP/QCP problem formulations. | [[DefineOptimization]] specifies a structured optimization problem, which utilizes the structure and array structure embedded within your Analytica model, and makes use of constraints specified as Analytica equality or inequality expressions. [[DeifneOptimization]] is also able to analyze your model to determine your objective and constraints are linear, quadratic or non-linear functions of the decision variable(s), and to automatically extract the linear and quadratic coefficients in those causes. It will also handle sparse LP/QP/QCP problem formulations. | ||
Revision as of 19:32, 26 February 2010
New to Analytica 4.3
DefineOptimization( decisions, maximize/minimize, constraints, type, ... )
When Analytica 4.3 is released, DefineOptimization will be the preferred way to specify optimization problems, including linear programs (LPs), quadratic programs (QPs), quadratically constrained problems (QCPs), non-linear problems (NLPs) and non-smooth problems (NSPs).
DefineOptimization specifies a structured optimization problem, which utilizes the structure and array structure embedded within your Analytica model, and makes use of constraints specified as Analytica equality or inequality expressions. DeifneOptimization is also able to analyze your model to determine your objective and constraints are linear, quadratic or non-linear functions of the decision variable(s), and to automatically extract the linear and quadratic coefficients in those causes. It will also handle sparse LP/QP/QCP problem formulations.
Structured optimization will have a big impact on Analytica's suitability for generalized equilibrium models, as well as for a wide class of optimziation models.
Analytica 4.3 is currently under development, with this being the most significant enhancement. Stay tuned...
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