I'm working on a project that requires constraint numerical optimization
where the objective function is quadratic and the constraints may be
even more complex. Problem size is about 50 to 100 variables with as
many equality and possible some inequality constraints. I'm only looking
for local minimae and usually I have a starting point not too far away
from the optimum.
The system is build up interactively and needs some computer algebra
methods as well, so that common lisp may be a good choice as
implementation language. Are there any common lisp libraries
that handle such optimization problems?
Thanks,
Reinhard Oldenburg