linear_inequality_lower_bounds

Define lower bounds for the linear inequality constraint

Topics

linear_constraints

Specification

  • Alias: None

  • Arguments: REALLIST

  • Default: vector values = -infinity

Description

In the inequality case, the lower \(a_l\) and upper \(a_u\) bounds provide constraint limits for the two-sided formulation:

\[a_l \leq Ax \leq a_u\]

Where \(A\) is the constrain matrix of variable coefficients.

As with nonlinear inequality constraints (see objective_functions), the default linear inequality constraint bounds are selected so that one-sided inequalities of the form

\[Ax \leq 0.0\]

result when there are no user bounds specifications (this provides backwards compatibility with previous Dakota versions).

In a user bounds specification, any upper bound values greater than +bigRealBoundSize (1.e+30, as defined in Minimizer) are treated as +infinity and any lower bound values less than -bigRealBoundSize are treated as -infinity.

This feature is commonly used to drop one of the bounds in order to specify a 1-sided constraint (just as the default lower bounds drop out since -DBL_MAX < -bigRealBoundSize).

Examples

Examples of specifying linear inequality constraints to Dakota are provided on the linear_inequality_constraint_matrix page.