Inequality constraints
- To: mathgroup at smc.vnet.net
- Subject: [mg60190] Inequality constraints
- From: geir sivertsen <blackscholes at mac.com>
- Date: Wed, 7 Sep 2005 04:03:49 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
Hi, Does anyone have a short example of a matrix minimization problem with non-negativity inequality constraints on the variables, solved without turning to Mathematicas NMinimize or Minimize? Preferably in matrix notation. I am able to solve the problem with equality constraints, however the inequality constraint somehow always ends up with 0 as the solution for my variables. I suppose this is solved by Kuhn-Tucker conditions, but I am not able get a solution in Mathematica. Geir Sivertsen