constrained minimization of nonlinear fct
- To: mathgroup at smc.vnet.net
- Subject: [mg6563] constrained minimization of nonlinear fct
- From: John Chung-I Chuang <chuang+ at andrew.cmu.edu>
- Date: Tue, 1 Apr 1997 19:00:59 -0500 (EST)
- Organization: Doctoral student, Engineering and Public Policy, Carnegie Mellon, Pittsburgh, PA
- Sender: owner-wri-mathgroup at wolfram.com
Greetings, I'm trying to maximize a non-linear function f(x), subject to the constraint that x is between 0 and some constant K. I'm stuck because 'ConstrainedMin' does not work on non-linear functions, while FindMinimum does not allow me to specify the limits of x. Any suggestions? One possibility that I'm thinking of is to define the function as follows and then performing an unconstrained minimization: f(x) = { some_non_linear_fct_of_x if 0<x<K; { zero otherwise. But how do I specify the above in Mathematica syntax and be able to use it in 'FindMinimum'? Thanks in advance for your help. John ------------------------------------------ John Chung-I Chuang chuang at cmu.edu j.chuang at ieee.org http://www.epp.cmu.edu/~chuang Department of Engineering & Public Policy Carnegie Mellon University ------------------------------------------