Non-negativity constraints
- To: mathgroup at smc.vnet.net
- Subject: [mg59919] Non-negativity constraints
- From: Geir Sivertsen <blackscholes at mac.com>
- Date: Thu, 25 Aug 2005 06:34:21 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
Hi, I have been working on this all day now, so I might just as well ask for advice. I am trying to apply a non-negativity constraint to my Lagrange function, but the solver always tell me that the variable constrained will be 0. I applied the constraint as the Lagrange var. multiplied by the actual variable, so it makes sense given that the constraint is that the var should equal 0. Could anyone please enlighten me. Quick :) Geir