constrained minimization of nonlinear fct

• To: mathgroup at smc.vnet.net
• Subject: [mg6563] constrained minimization of nonlinear fct
• From: John Chung-I Chuang <chuang+ at andrew.cmu.edu>
• Date: Tue, 1 Apr 1997 19:00:59 -0500 (EST)
• Organization: Doctoral student, Engineering and Public Policy, Carnegie Mellon, Pittsburgh, PA
• Sender: owner-wri-mathgroup at wolfram.com

```Greetings,

I'm trying to maximize a non-linear function f(x),
subject to the constraint that x is between 0 and
some constant K.

I'm stuck because 'ConstrainedMin' does not work on
non-linear functions, while FindMinimum does not
allow me to specify the limits of x.

Any suggestions?

One possibility that I'm thinking of is to define
the function as follows and then performing an
unconstrained minimization:

f(x) = { some_non_linear_fct_of_x    if  0<x<K;
{ zero                        otherwise.

But how do I specify the above in Mathematica syntax
and be able to use it in 'FindMinimum'?

John

------------------------------------------
John Chung-I Chuang
chuang at cmu.edu
j.chuang at ieee.org
http://www.epp.cmu.edu/~chuang
Department of Engineering & Public Policy
Carnegie Mellon University
------------------------------------------

```

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