I am using Lindo API to solve a non-linear optimization scenario with non-linearity in only the objective. I am loading the constraint coefficients using LSloadLPData and calculating the value of objective using the CallBack function set via LSsetFuncalc. Is it necessary to call LSloadNLPData? If yes, what should the values be for indexes of non-linear variables in each column? (since all constraints are linear)
Optimization with only non-linear objective and all linear constraints
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You should call
LSloadNLPDatato load indices of nonlinear variables in the objective function. In your LINDO API installation folder, see the following sample under installation folder.