4

I have a non-linear maximization problem with < 12 constraints and < 12 variables. I'm looking for free simple software in which I can enter the expression to be maximized along with the constraints (no algorithm selection, gradient function, etc...).

For instance, a tool that lets me type in the problem like this...

Maximize p = ax1^n + bx2^m ... subject to q <= r, z <= y ...

And returns p, x1, x2, ... would be ideal.

I found nothing online. Either packages were not available, were broken or were hideously expensive. The packages I tried in R required me to supply more information than I knew, like gradient functions.

I'm fine with online or offline software and any syntax.

As an example of the kind of stuff I'd love to find, here's a linear programming tool available online.

1 Answer 1

5

You can use GNU Octave:

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge that you have read and understand our privacy policy and code of conduct.

Not the answer you're looking for? Browse other questions tagged or ask your own question.