linear_inequality_upper_bounds

Define upper bounds for the linear inequality constraint

Topics

linear_constraints

Specification

• Alias: None

• Arguments: REALLIST

• Default: vector values = 0 .

Description

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

$$a_l\le Ax\le a_u$$

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

$$Ax\le 0.0$$

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.