[GSoC-PortA] factor constraints

Brian G. Peterson brian at braverock.com
Wed Aug 14 14:27:51 CEST 2013


I see several commits in the past few days about factor and exposure 
constraints.

That's fantastic.

Now we need to make sure they will work with the global numeric solvers too.

For that to happen, we need to handle them in the constrained.objective 
function as well.

I'm thinking that we can always check them and account for them in 
constrained.objective.  In all the 'special case' optimizations designed 
for LP/QP etc solvers, we'll be using a different objective function anyway.

Regards,

Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock



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