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MathGroup Archive 2012

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Nesting NMaximize

  • To: mathgroup at smc.vnet.net
  • Subject: [mg126722] Nesting NMaximize
  • From: Manolo Martínez <manolo at austrohungaro.com>
  • Date: Sat, 2 Jun 2012 05:44:35 -0400 (EDT)
  • Delivered-to: l-mathgroup@mail-archive0.wolfram.com

Hello, I would like to maximize a function, adding the constraint that a
different function is also big enough. To make it clear, what I would
want to ask Mathematica to do is the following:

NMaximize[{F(a,b,c),F2(a,b,c)>=NMaximize[F2(a,d,e),{d,e}]},{a,b,c}]

I had expected (hoped) that Mathematica would substitute the value of
*a*
it is currently considering for the outer nMax in the inner nMax, but it
doesn't: the inner nMax complains that F2(a,d,e) is not a number at
{d,e}={<number1>,<number2>}

Is there any way I can ask Mathematica to use the same value of *a*
outside and inside?

Thanks
Manolo

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