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MathGroup Archive 1997

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using indexed variables in MultiplierMethod[ ], etc.

  • To: mathgroup at smc.vnet.net
  • Subject: [mg7662] using indexed variables in MultiplierMethod[ ], etc.
  • From: lars at gsblas.uchicago.edu (Lars A. Stole)
  • Date: Thu, 26 Jun 1997 01:36:48 -0400 (EDT)
  • Organization: University of Chicago -- Academic Computing Services
  • Sender: owner-wri-mathgroup at wolfram.com

I'm not serious programmer in Mma, so please excuse me if this is question is 
not stated as clearly as it could be. 

My problem is that I wish to use a Mma package called MultiplierMethod.m which 
implements a version of Kuhn-Tucker constrained optimization. The package 
defines the function MultiplierMethod[] as follows:

"MultiplierMethod[f,g,h,x,x0] finds a local solution to a minimization \
problem where:  f is the criterion to be minimized, g is the list (possibly \
empty) of equality constraints, h is the list (possibly empty) of inequality \
constraints of the form  h(x) <= 0, x = {x1,x2,...} is a generic list of the \
variables, x0 is an initial vector  for x. It returns a list {f*,{x1 -> x1*, \
etc.}} like FindMinimum.  With the option DualParameter -> True it can also \
provide information on  feasibility and Lagrange and/or Karush Kuhn & Tucker \
multipliers."

Here's my problem:  I'd like to use constraint lists such as 
{u[2]-2*u[1]+u[0],u[3]-2*u[2]+u[1],...} which are easily constructed using 
Table[], but the MultiplierMehtod package will not accept u[0], u[1], [2], etc. 
as variables.  It will except u0, u1, u2, etc. as variables, however.  Is there 
a simple way to get indexed variables such as u[i] to be accepted by packages 
such as MultiplierMethod?

I've already spent an afternoon working on this.  Many thanks to anyone who can 
help.  





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