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MultiplierMethod definition of constraints

  • To: mathgroup at
  • Subject: [mg33543] MultiplierMethod definition of constraints
  • From: "S\141ndor Jobb\141gy" <sandor.jobbagy at>
  • Date: Fri, 29 Mar 2002 06:13:47 -0500 (EST)
  • Sender: owner-wri-mathgroup at


This maybe a very basic question, but as I am not an experienced
programmer it was not quite clear for me how are the two constraints in
the MultiplierMethod application (function g for equalities and function
h for inequalities) are defined numerically. For example, what contraint
is implied by g(x1-x2)? Originally I thought it would mean x1-x2=0, but
it was not the case in some numerical results that I tried.
I would be very grateful to receive an answer from you soon.
Thank you very much for your help in advance.

Sándor Jobbágy
Fixed Income Analyst
DZ Bank Central Eastern European Research

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