KNITRO
in [Matlab]
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From: Marina on 16 Sep 2009 08:39 I am trying to minimize a function using knitro under a "for" loop which describes the different agents for which I solve the problem. now, under [jk,fval]=ktrlink(...) where I need to specify my constraints I have one constraint for each agent i how can I tell matlab to solve for each i using the i'th constraint?
From: Nicolas on 21 Sep 2009 03:55 Dear Marina, If I understand well, in each loop, you have to extract only the constraints concerning the agent i from your constraint matrix and only the variables concerning the agent i from your variable vector. Then you can call ktrlink once for each agent. Best regards. Nicolas Omont "Marina " <selini99(a)hotmail.com> wrote in message <h8qm98$7h$1(a)fred.mathworks.com>... > I am trying to minimize a function using knitro under a "for" loop which describes the different agents for which I solve the problem. > > now, under [jk,fval]=ktrlink(...) where I need to specify my constraints I have one constraint for each agent i > how can I tell matlab to solve for each i using the i'th constraint?
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