Services & Resources / Wolfram Forums
-----
 /
MathGroup Archive
2004
*January
*February
*March
*April
*May
*June
*July
*August
*September
*October
*November
*December
*Archive Index
*Ask about this page
*Print this page
*Give us feedback
*Sign up for the Wolfram Insider

MathGroup Archive 2004

[Date Index] [Thread Index] [Author Index]

Search the Archive

constrained minimization -- Minimize/Reduce don't work

  • To: mathgroup at smc.vnet.net
  • Subject: [mg48576] constrained minimization -- Minimize/Reduce don't work
  • From: Sharath <csr at postmark.net>
  • Date: Sat, 5 Jun 2004 07:19:36 -0400 (EDT)
  • Organization: Washington University in St. Louis
  • Sender: owner-wri-mathgroup at wolfram.com

Hi,

Using Mathematica 5.0 I am trying to minimize a non-linear function (for 
example),
f(w,u,v,x,y,z) = (w(wx-y)Log(xu)v+3(Log(x)+w(1-z)Log(1/y))) 
/(1-y)Log(x)-w^2(x-1)(z-1)Log(1/y)

with some constraints like {w,u} are postive Integers {v,x,y,z} are 
Reals with v>=0, x>1, 0<y<1, 0<z<1.

I tried using  Minimize[{f, cons}, {x, y,...}] but it gives 
"Minimize::mixdom: Exact optimization with mixed real and integer 
variables is not yet implemented".

So I removed the restriction of Integers but then it gives me the entire 
expression as it is!

I tried using Reduce by using f>0 as the expression. When used with or 
without ForAll quantifier for variables either I get
"Reduce::nsmet: This system cannot be solved with the methods available 
to Reduce" (even though I tried simplifying the expression and 
eliminating some of the varibles some values).

I thought this constrained minimization can be solved using Lagrange 
multipliers method (do I need to change < to <=?).
Ideally, I would like x and y expressed in terms of z. Is it possible to 
  do such a thing -- get symbolic values for x and y to minimize f?

Which function can I use or do I need to put the Lagrange Multiplier 
equations myself and try solving.
This is my first use of Mathematica. I went through various examples to 
learn the basics.

Any help is appreciated. Thanks.

-Sharath


  • Prev by Date: Re: Re: Problem with the Derivative of a Arg-function
  • Next by Date: symbolic constrained minimization -- Minimize/Reduce don't work
  • Previous by thread: Re: FindMinimum Error
  • Next by thread: symbolic constrained minimization -- Minimize/Reduce don't work