goalsolve

Solves sparse multi-objective goal attainment problems, with linear and nonlinear constraints.

Main features

• Reformulates the multi-objective goal problem into a general nonlinear program, where the function residuals are included among the nonlinear constraints. The sparsity of the Jacobian of the function residuals are thereby exploited, as this Jacobian is part of the nonlinear constraint Jacobian after the reformulation.
   
• Any sparse nonlinear TOMNET solver may be used to solve the nonlinear program formulation. Recommended is to use SNOPT or MINOS.