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10/19/10 4:58pm


I am trying to numerically solve a maximization problem where the control variables are implicitly defined in six nonlinear constraints. So basically something like this:

Max_{x} F(k)

where G(x,k)=0, F>0, x>0

Where x is a vector of two variables, k is a vector of 6 other variables and G(x,k) are six non-linear constraints involving all the variables.

I'd really appreciate it if someone can tell me how to go about numerically solving this problem.

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