[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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