minimization with constraints
- To: mathgroup at yoda.physics.unc.edu
- Subject: minimization with constraints
- From: brigham!rprice at physics.att.com
- Date: Fri, 20 Nov 92 19:58:17 EST
Hello all, I need to minimize a function of about thirty variables subject to three constraint equations, each of which involves all thirty variables. If I didn't have the constraints, I would use something like FindMinimum[] to do the minimization numerically. On the other hand, if I had only a few variables, I would use Lagrange multipliers to solve the minimization problem by hand. Unfortunately, I can't do either, so: Is there a way of minimizing my function numerically in Mma with the constraints? I've found that simply programming the Lagrange multiplier approach numerically doesn't work, because the "minimum" of function + lagrange multipliers * constraints is really a saddle point, so no numerical method is going to find it. Surely someone has figured out how to do this before. Perhaps there's an Mma package out there? (hope springs eternal...) Thanks very much, Rod Price rprice at physics.att.com