Solve Lagrange multiplier equations in MATLAB

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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
Reply faisalmufti (169) 1/25/2009 7:32:15 AM

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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
Reply b.luong5955 (6403) 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
Reply 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
Reply b.luong5955 (6403) 1/26/2009 6:41:12 AM
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