MathGroup Archive 2012

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

Search the Archive

An optimization problem


Hi all,

I have an optimization task, and I am looking for a method (preferably using Mathematica built in functions and routines) for solving this and similar problems.

Let there be two functions: f1(x1,?,xn,y1,?,yn) and f2(x1,?xn,y1,?,yn).

Maximize f1 with regards to variables x1,?,xn with y1,?,yn fixed at the values that maximizes f2.

Maximize f2 with regards to variables y1,?,yn with x1,?,xn fixed at the values that maximizes f1.

Both functions are continuous, with continuous first, second (higher?) derivatives.


Would be extremely grateful for any hints in the right direction.

Best,
Puya



  • Prev by Date: Fitting part of a List
  • Next by Date: Re: Best Fit Spherical Harmonics
  • Previous by thread: Fitting part of a List