Re: Nonlinear Programming?
- To: mathgroup at smc.vnet.net
- Subject: [mg34950] Re: [mg34939] Nonlinear Programming?
- From: "Johannes Ludsteck" <johannes.ludsteck at wiwi.uni-regensburg.de>
- Date: Sat, 15 Jun 2002 02:27:32 -0400 (EDT)
- Organization: Universitaet Regensburg
- Sender: owner-wri-mathgroup at wolfram.com
Dear L, the Package MultiplierMethod.m (with documentation) should serve your needs. go to http://www.mathsource.com/Content/Applications/Mathematics/0207-289 or search for "MultiplierMethod" at http://www.mathsource.com/ Some time ago I wrote a (rough and dirty and probably inefficient) small package which implements constrained maximization by a brute force penalty function approach. If you are interested, send me a mail and I will attach you the Package. Best regards, Johannes On 13 Jun 2002, at 2:38, Leonard Wapner wrote: > Is there a Mathematica function allowing me to maximize the product "xy" > over a set of linear constraints? The functions ConstrainedMax and > ConstrainedMin require a linear objective function. > > Thanks - L > > <><><><><><><><><><><><><><><><><><> Johannes Ludsteck Institut fuer Volkswirtschaftslehre Lehrstuhl Prof. Dr. Moeller Universitaet Regensburg Universitaetsstrasse 31 93053 Regensburg Tel +49/0941/943-2741