Solve Lagrange multiplier equations in MATLAB

I would like to solve first simple example on
http://en.wikipedia.org/wiki/Lagrange_multipliers
 in MATLAB, any idea how to input it in MATLAB using built in
optimization routines.
0
faisalmufti (169)
1/25/2009 7:32:15 AM
comp.soft-sys.matlab 210002 articles. 11 followers. lunamoonmoon (258) is leader. Post Follow

4 Replies
586 Views

Similar Articles

[PageSpeed] 46

fas <faisalmufti@gmail.com> wrote in message <53904571-a932-4f62-af98-13e35cda25a1@p2g2000prf.googlegroups.com>...
> I would like to solve first simple example on
> http://en.wikipedia.org/wiki/Lagrange_multipliers
>  in MATLAB, any idea how to input it in MATLAB using built in
> optimization routines.

help fmincon

Bruno
0
b.luong5955 (6401)
1/25/2009 8:07:08 AM
On Jan 25, 8:07=A0pm, "Bruno Luong" <b.lu...@fogale.findmycountry>
wrote:
> fas <faisalmu...@gmail.com> wrote in message <53904571-a932-4f62-af98-13e=
35cda2...@p2g2000prf.googlegroups.com>...
> > I would like to solve first simple example on
> >http://en.wikipedia.org/wiki/Lagrange_multipliers
> > =A0in MATLAB, any idea how to input it in MATLAB using built in
> > optimization routines.
>
> help fmincon
>
> Bruno

Could you please help a little further by putting it all together.
Also isn't fmincon for constraints with upper and lower bounds ?. In
this case we only x^2+y^2-1=3D0 constraint. Also what about fsolve ?
Thanks,
0
faisalmufti (169)
1/25/2009 11:40:55 PM
fas <faisalmufti@gmail.com> wrote in message <744606c0-2bf4-4fb4-8812-f65bf841b39f@w1g2000prk.googlegroups.com>...

> 
> Could you please help a little further by putting it all together.

I could, but I risk not doing as well as the doc.

> Also isn't fmincon for constraints with upper and lower bounds ?. 

Yes, optionally. Just give don't use it if you don't need it

>In
> this case we only x^2+y^2-1=3D0 constraint. 

Look at 9th parameter (nonlcon). 

I recommend reading the doc. All is there.

Bruno
0
b.luong5955 (6401)
1/26/2009 6:41:12 AM
fas <faisalmufti@gmail.com> wrote in message <53904571-a932-4f62-af98-13e35cda25a1@p2g2000prf.googlegroups.com>...
> I would like to solve first simple example on
> http://en.wikipedia.org/wiki/Lagrange_multipliers

See Using Lagrange multipliers in optimization, here, for worked MATLAB example of the first Wikipedia example:

http://matlab.cheme.cmu.edu/2011/12/24/using-lagrange-multipliers-in-optimization/

/eric
0
Eric
9/24/2015 4:05:03 PM
Reply:

Similar Artilces:

How to solve simulate/ solve difference equation in Matlab?
How can I simulate or solve this kind of difference equation? x(k+2)-7x(k+1)+12x(k)=0 A for loop would work nicely. This particular system is unstable. -James Tama Tomi wrote: > How can I simulate or solve this kind of difference equation? > > x(k+2)-7x(k+1)+12x(k)=0 Can you give me a example? James Allison <james.allison@mathworks.com> wrote in message <hmr9fp$62s$1@fred.mathworks.com>... > A for loop would work nicely. This particular system is unstable. > > -James > > Tama Tomi wrote: > > How can I simulate or solve this kind of...

how solving equation by matlab
hi how can i use matlab to solve equations with my best wishs mido wrote: > hi > how can i use matlab to solve equations > with my best wishs This question needs to be refined a bit. Do you want to solve simultaneous systmes of linear equations? Do you want to solve differential equations? Do you want solve an equations by finding the zeros? Those are just the first few possibilities that come to mind. If I spent a little more time, I'm sure I could come up with another half-dozen (or more) possibilities. That said, I would *strongly* urge you to read the "Getting ...

solving an equation in matlab
Hi, I wanted to know if there were any inbuilt commands in matlab to solve the equation of the form f(x)=0 numerically. The function f(x) is composed of user written functions. I would really appreciate any help of this as I need it for some urgent work. Thanks. In article <ef26062.-1@webx.raydaftYaTP>, "Apoorva Shende" <apoorvashende@indiatimes.com> wrote: > Hi, I wanted to know if there were any inbuilt commands in matlab to > solve the equation of the form f(x)=0 numerically. The function f(x) > is composed of user written functions. I would really apprecia...

how to solve equations with matlab
Hi guys I want to solve this kind of equation: a*x + b*y = A (1) a1*x^2 + b1*y^2 = B (2) Thanks in advanced Zhong zhang skrev 2010-01-02 02:17: > Hi guys > > I want to solve this kind of equation: > > a*x + b*y = A (1) > a1*x^2 + b1*y^2 = B (2) > > Thanks in advanced > > Zhong See for example: http://www.mathworks.com/support/solutions/en/data/1-15NRJ/index.html On Jan 1, 8:17=A0pm, "zhang " <xiao...@gmail.com> wrote: > Hi guys > > I want to solve this kind of equation: > > a*x + b...

solve an equation with matlab
Hello everybody I have the following equation: y = C0 + C1 * (x)^C2 (Or X = exp ((ln ((y-C0) / C1)) / C2) I already have 3 values of X and Y and I try to determine the constants C0, C1 and C2. How can I solve this equation by Matlab "Adnane CHAKIR" <adnane454@gmail.com> wrote in message <n8nqo3$gkk$1@newscl01ah.mathworks.com>... > Hello everybody > I have the following equation: y = C0 + C1 * (x)^C2 (Or X = exp ((ln ((y-C0) / C1)) / C2) > I already have 3 values of X and Y and I try to determine the constants C0, C1 and C2. How can I solve this equation by...

Solving equations in matlab
I have 3 poInts (1,3) (2,1) (1,1 ). From a point (x0,y0), 3 people are walking to 3 different points (1,3) (2,4) (1,4).Assume constant velocity, time they start is unknown say t0. time to reach location1=t0-t1 time to reach location2=t0-t2 time to reach location3=t0-t3 x=[1 2 1]; y=[3 4 4]; syms x0 y0 t0 %Distance from x0,y0 to 1,3 D1=sqrt((x(:,1)-x0)^2+(y(:,1)-y0)^2); %Distance from x0,y0 to 2,1 D2=sqrt((x(:,2)-x0)^2+(y(:,2)-y0)^2); %Distance from x0,y0 to 1,1 D3=sqrt((x(:,3)-x0)^2+(y(:,3)-y0)^2); t0-t1=D1/V; t0-t2=D2/V; t0-t3=D3/V; ...

Can Matlab solve a system of equations contain one pde(1-D) equation and 3 ode equations by the pdepe solver?
I have a system of equations contains one one-dimensional pde and three ode. Can it be solved by the 'pdepe' solver? If it can,how do I treat the boundary function of odes? ...

Matlab program to solve wave equation up to linear system of equations
New in matlab, Need help please in making a matlab program to solve the wave equation below up to the point when you obtain a system of equations. solve the wave equation below up to the system of equation using Finite difference method utt = c^2 uxx, ut(x,0) = 3sin((pi x)/9) , u(x,0) = 0, U(0,t) = U(4,t) = 0, hx = 1, ht = 0.5, c = 2, nx = 4, nt = 2 nx, hx are number and size of x panels nt, ht are number and size of t panels I am using the Finite difference scheme below u(i,j+1) = c^2*(ht/hx)^2 *(u(i+1,j) + u(i-1,j)) - u(i,j-1) + 2*(1 - c^2*(ht/hx)^2 )*u(i,j) "Kayanja Andy...

Solving Coupled Equations of the form Nonlinear Schrodinger Equation using Matlab
I'm doing a fourth year project...Im just starting out and was wondering if anyone would have any suggestions on where to start for this topic.... Melissa wrote: > > > I'm doing a fourth year project...Im just starting out and was > wondering if anyone would have any suggestions on where to start > for > this topic.... Hi GP Agrawal 's book on NL fiber is good start.. Dr. Abhay Kumar > > 4 years? I had to solve this problem in 6 months.... (NLSE + a constitutive equation which correlates the optical field to another physical quantity present i...

how to solve this ode equation in matlab
Hi all, I need to solve a system of higher order Ordinary Differential Equations in matlab,plz help me out,i cant find the tutorials for solving them.The equations are as follows 2X??+10X?+150X-5Y?-100Y=20Sin5t 3Y??+8Y?+120Y-5X?-100X=50Cos10t it will be really helpful if you guys can solve the equations Regards, Krish "phanikrishna kalapala" <krishna.kalapala@gmail.com> wrote in message news:gd048t$i3i$1@fred.mathworks.com... > Hi all, > I need to solve a system of higher order Ordinary Differential Equations > in matlab,plz help me out,i cant find the tutorials...

how to solve implicit equations in matlab
please anyone tell me how to solve following implicit equation in matlab, y tan(x)+ sqrt(65.25^2-y^2) -99=0 where x is known and is an array from 0 to 85 deg Amit Bhetiwal <drdo.amitbhetiwal@gmail.com> wrote in message <65b2861a-d889-421f-99ca-f0d9caf59c2e@a28g2000prb.googlegroups.com>... > please anyone tell me how to solve following implicit equation in > matlab, > > y tan(x)+ sqrt(65.25^2-y^2) -99=0 > where x is known and is an array from 0 to 85 deg The simple answer is fzero, coupled with a for loop. Or, with just a wee bit of algebraic mani...

solving differential equation
Hi, I need some help with this problem: Equation: A(d^2 U)/(dx^2 )+BU+CG(x,y)=0 Parameters: A,B,C - known scalars, U(x,y) is a function (2D matrix), G(x,y) is a known 2D matrix. Surface: rectangle: x axis: [0,300]. y axis: [0,1000]. Boundary conditions: Side 1 (x=0): dU/dx=0. Side 2 (y=1000) and side 4 (y=0): U(x,0)=U(x,1000). Side 3 (x=300): U(300,y)=0. I can solve this equation analytically, but I would like to solve it with the finite elements method in order to be able to do it on different surfaces. Thanks, Yossi > Hi, > > I need some help with this problem: > Equation:...

Solve Binary Equations in Matlab
Hi, I have a system of linear equations (binary equations) that I need to solve. I am wondering if matlab can solve binary equations. (I am not concerned about efficiency - I just want my job done, at the end of the day.) Anyway if matlab cannot deal with binary equations, can it convert elements of a matrix to integers i.e. by multiplying each of them with the inervse of the least non-zero element. (I am not sure what is this called mathematically.) I am not sure if my explanation is clear - so I provide an example. (I am sorry I could not find a small example - I could not get this to re...

Newbie on Matlab
Dear All, I am a new user to MATLAB and trying this out. I have an equation defined as Vi that i need to solve for various values of V. How do I write this out in MATLAB for the program to find the solutions for me? TIA. Vi = V - Rs * (-(((Jsc * Suns - Vi/Rp)*Aactive)/(1- exp (Be (-sqrt(junc - Vb )/(junc - Vi ))))) + (Jo1 * Aactive * (exp(Vi/Vt)-1)) + (ID2 = Jo2 * Aactive * (exp(Vi/2*Vt)-1)))/Aactive where V range from -0.7 to 0.7 "alvin wee" wrote in message <jl6ge7$edm$1@newscl01ah.mathworks.com>... > Dear All, > I am a new user to MATLAB and trying thi...

Web resources about - Solve Lagrange multiplier equations in MATLAB - comp.soft-sys.matlab

CPU multiplier - Wikipedia, the free encyclopedia
In computing , the clock multiplier (or CPU multiplier or bus/core ratio ) measures the ratio of an internal CPU clock rate to the externally ...

Multiplier on the App Store on iTunes
Get Multiplier on the App Store. See screenshots and ratings, and read customer reviews.

Climate change a 'threat multiplier for farming-dependent nations: report
Climate change and food insecurity are "threat multipliers", and 32 countries dependent on farming face an "extreme risk" of conflict or civil ...

People Who Buy Products And Services Are “Multipliers,” Not “Consumers”
... not consumers. It’s a topic cultural anthropologist Grant McCracken picked up and ran with on Spreadable Media . My preferred term is “multiplier.” ...

Inclusion 2.0 Includes New Nutty Mode, Second Chances, Score Multipliers And More
... Nutty, indeed. Inclusion Inclusion 2.0 also introduces Second Chances and a couple of new game modifiers called Bail Board and Score Multipliers. ...

Under new CAFE rules plug-ins, natural gas, hydrogen cars are "incentive multipliers"
... credits are in the works) to give the company making the cars a bit of breathing room with its gas-only vehicles by acting as "incentive multipliers." ...

UNITE OR PERISH: How to be a force-multiplier
An important presentation spotted over at RedState . Read it , pass it on, and most importantly take action.

Spending and Tax Multipliers
... should take the form of spending increases versus tax reduction. One way to think about the issue is the size of the fiscal policy multipliers. ...

Wall socket multiplier makes a perfect house gift
... of my favorite leave-behind presents for people who've shown me hospitality — whether for a few hours or overnight — is the wall socket multiplier, ...

Keynesian Multipliers, Investment Accelerators, and Crowding-in
[**Over at Equitable Growth:**][1] This is what Ben Friedman wrote about in the late 1970s: **Paul Krugman**: [Crowding In and the Paradox of ...

Resources last updated: 2/2/2016 10:33:39 PM