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Constrained Nonlinear Optimization |
Mathematica 6 uses new algorithms developed at Wolfram Research to add industrial-strength constrained nonlinear optimization and fitting. Fully integrated into the Mathematica system, Mathematica 6 provides a uniquely powerful modeling language in which problems can be specified directly in symbolic form—and then automatically analyzed to select the best algorithms to use.
- General nonlinear constraints involving arbitrary exact or approximate functions. »
- Immediate built-in support for nonlinear constrained fitting to arbitrary models. »
- Automatic selection between multiple algorithms, including linear and nonlinear interior point methods.
- Automatic computation of gradients and Hessians using automatic differentiation.
- Support for both local and global constrained optimization, including exact optimization. »
- Integrated with Mathematica database functionality, FinancialData, etc.
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