Constrained Optimization

• To: mathgroup at smc.vnet.net
• Subject: [mg57609] Constrained Optimization
• From: Caspar von Seckendorff <seckendorff at alphatec.de>
• Date: Thu, 2 Jun 2005 05:16:47 -0400 (EDT)
• Sender: owner-wri-mathgroup at wolfram.com

```Hi,

I'd like to do constrained optimization with Mathematica 5.1 on a
function that is defined piecewise. Unfortunately Maximize[] does not
work  as I expected. A short & simple example to illustrate:

f[x_,y_]:= (x-x^2) y
Maximize[{f[x, y], 1/5 <= x <= 2/5, y > 0}, x]

As a result I get:
"The objective function (x-x^2) y contains a nonconstant expression y
independent of variables {x}."

Obviously for this Maximization, knowing that y > 0 I can do the
following to get the desired value for x:

Maximize[{x-x^2, 1/5 <= x <= 2/5}, x]
Out[]= {6/25, {x -> 2/5}}

Is there a way to achieve this without manual intervention? The reason
is, that the functions I want to Maximize are defined Piecewise with
several constraints...

Thanks,

-Caspar

```

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