using indexed variables in MultiplierMethod[ ], etc.
- To: mathgroup at smc.vnet.net
- Subject: [mg7662] using indexed variables in MultiplierMethod[ ], etc.
- From: lars at gsblas.uchicago.edu (Lars A. Stole)
- Date: Thu, 26 Jun 1997 01:36:48 -0400 (EDT)
- Organization: University of Chicago -- Academic Computing Services
- Sender: owner-wri-mathgroup at wolfram.com
I'm not serious programmer in Mma, so please excuse me if this is question is
not stated as clearly as it could be.
My problem is that I wish to use a Mma package called MultiplierMethod.m which
implements a version of Kuhn-Tucker constrained optimization. The package
defines the function MultiplierMethod[] as follows:
"MultiplierMethod[f,g,h,x,x0] finds a local solution to a minimization \
problem where: f is the criterion to be minimized, g is the list (possibly \
empty) of equality constraints, h is the list (possibly empty) of inequality \
constraints of the form h(x) <= 0, x = {x1,x2,...} is a generic list of the \
variables, x0 is an initial vector for x. It returns a list {f*,{x1 -> x1*, \
etc.}} like FindMinimum. With the option DualParameter -> True it can also \
provide information on feasibility and Lagrange and/or Karush Kuhn & Tucker \
multipliers."
Here's my problem: I'd like to use constraint lists such as
{u[2]-2*u[1]+u[0],u[3]-2*u[2]+u[1],...} which are easily constructed using
Table[], but the MultiplierMehtod package will not accept u[0], u[1], [2], etc.
as variables. It will except u0, u1, u2, etc. as variables, however. Is there
a simple way to get indexed variables such as u[i] to be accepted by packages
such as MultiplierMethod?
I've already spent an afternoon working on this. Many thanks to anyone who can
help.