Is it possible to specify upper bounds on the coefficients other than an universal or global constraint?
I am using excel solver evolutionary algorithm at present. I do not know whether this is the same for other evolutionary algorithms for nonconvex nonlinear optimization problems.
the evolutionary algorithm requires both a lower and upper bound on the optimization problem coefficients.
If i dont specify: all coefficients
You could check out the literature on "domain reduction" techniques. These papers are a reasonable starting point:
Hamed, A. S. E. D., & McCormick, G. P. (1993). Calculation of bounds on variables satisfying nonlinear inequality constraints. Journal of Global Optimization, 3(1), 25-47.
Ryoo, H. S., & Sahinidis, N. V. (1996). A branch-and-reduce approach to global optimization. Journal of global optimization, 8(2), 107-138.
Caprara, A., & Locatelli, M. (2010). Global optimization problems and domain reduction strategies. Mathematical Programming, 125(1), 123-137.
Hi, when you are using an unconstrained optimization solver and you want to specify an upper bound for the unknown c1 as c1 0, using the new unknown w1, c1 will vary between -inf and x1 dependeding on w1.
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