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MathGroup Archive 2005

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Re: Symbolic Constrained Maximization

  • To: mathgroup at smc.vnet.net
  • Subject: [mg58838] Re: Symbolic Constrained Maximization
  • From: "Mukhtar Bekkali" <mbekkali at gmail.com>
  • Date: Wed, 20 Jul 2005 00:29:39 -0400 (EDT)
  • References: <dbicog$bev$1@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

As far as I know there is no way to do it in one shot. I have similar
problems and do the following. I define first-order conditions to max
problem, say call them FOC. Then, use command Reduce to solve FOC==0
subject to constraints. Alternatively, you can use Solve but then you
might have to check that your solutions do not violate constraints.
Either way, I then evaluate the second order conditions at optimum to
make sure I have maximum.  I think both Reduce and Solve work even if
your objective function is not continious everywhere.  If your solution
is too complicated then Mathematica won't solve it at all. You can
either manually solve some steps for Mathematica or use FindRoot.


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