Another way to ask is: can i put the target function and the constraints vector in the same function or do something equivalent.
constrained maximization, share variables of tagret function and constraint
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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)?
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Amit
on 31 Jan 2014
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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