MathGroup Archive 2012

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

Search the Archive

Re: Nesting NMaximize

  • To: mathgroup at
  • Subject: [mg126738] Re: Nesting NMaximize
  • From: danl at
  • Date: Sun, 3 Jun 2012 05:00:25 -0400 (EDT)
  • Delivered-to:
  • References: <jqcne6$15j$>

On Saturday, June 2, 2012 4:46:46 AM UTC-5, Manolo Mart=EDnez wrote:
> 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
> --

Can define F@ something like this.


That should allow it to be run with strictly numeric input from the outer optimization. do you arrange that for arbitrary (b,c), F2(a,b,c) will be at least as large as F2(a,d,e) over all possible (d,e)?

Daniel Lichtblau
Wolfram Research

  • Prev by Date: Conditionals for lookup table
  • Next by Date: Re: Sum of Products
  • Previous by thread: Nesting NMaximize
  • Next by thread: some Experience with webMathematica