34. Bounds on Variables

Some optimization problems also impose constraints upon the variables. The constraints may impose simple bounds upon the variables, or require that the variables satisfy a set of linear or nonlinear equations.

The simplest type of constraint upon an optimization problem puts lower or upper bounds upon the variables. Vectors that represent lower and upper bounds for each variable can be set with the command

   TaoAppSetVariableBoundsRoutine(TAO_APPLICATION,  
                          int (*)(TAO_APPLICATION, Vec,Vec,void*),void *); 
The first vector and second vectors should contain the lower and upper bounds, respectively. When no upper or lower bound exists for a variable, the bound may be set to TAO_INFINITY or TAO_NINFINITY. After the two bound vectors have been set, they may be accessed with the with the command TaoGetApplicationVariableBounds(). Since not all solvers use bounds on variables, the user must be careful to select a type of solver that acknowledges these bounds.