[Scilab-users] Constrained optimization speed vs. unconstrained

Tim Wescott tim at wescottdesign.com
Sun Aug 28 00:00:09 CEST 2016


"optim" allows you to submit a constraints vector for the optimization.

How much does using constrained optimization affect the optimization
speed?  I.e., take the wholly hypothetical case where I'm optimizing
some function f(x) with binf and bsup specified, and that the
optimization never ever hits binf or bsup.

Is the constrained optimization slower than the unconstrained
optimization?  Is there any general way, short of doing the experiment,
to know how much slower?

Thanks in advance...

-- 

Tim Wescott
www.wescottdesign.com
Control & Communications systems, circuit & software design.
Phone: 503.631.7815
Cell:  503.349.8432





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