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Topic: Solve Lagrange multiplier equations in MATLAB
Replies: 3   Last Post: Jan 26, 2009 1:41 AM

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fas

Posts: 175
Registered: 6/27/06
Re: Solve Lagrange multiplier equations in MATLAB
Posted: Jan 25, 2009 6:40 PM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

On Jan 25, 8:07 pm, "Bruno Luong" <b.lu...@fogale.findmycountry>
wrote:
> fas <faisalmu...@gmail.com> wrote in message <53904571-a932-4f62-af98-13e35cda2...@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


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=0 constraint. Also what about fsolve ?
Thanks,



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