MultiplierMethod definition of constraints
- To: mathgroup at smc.vnet.net
- Subject: [mg33543] MultiplierMethod definition of constraints
- From: "S\141ndor Jobb\141gy" <sandor.jobbagy at dzbank-cee.com>
- Date: Fri, 29 Mar 2002 06:13:47 -0500 (EST)
- Sender: owner-wri-mathgroup at wolfram.com
Hi, This maybe a very basic question, but as I am not an experienced programmer it was not quite clear for me how are the two constraints in the MultiplierMethod application (function g for equalities and function h for inequalities) are defined numerically. For example, what contraint is implied by g(x1-x2)? Originally I thought it would mean x1-x2=0, but it was not the case in some numerical results that I tried. I would be very grateful to receive an answer from you soon. Thank you very much for your help in advance. Sándor Jobbágy Fixed Income Analyst DZ Bank Central Eastern European Research