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From: SARVANI NADIMINTY on 26 Mar 2010 02:44
Can anyone tell how to do optimization using lagrange multiplier method?
From: Bruno Luong on 26 Mar 2010 03:15
"SARVANI NADIMINTY" <sarvani_nadi(a)yahoo.co.in> wrote in message <hohl3u$55s$1(a)fred.mathworks.com>...
> Can anyone tell how to do optimization using lagrange multiplier method?

Lagrange multiplier is certain quantity within a mathematical equality expression that provides a necessary condition (call Karush-Kuhn-Tucker condition) of certain class of optimization with constraints.

For some cases, KKT becomes sufficient condition that can be use to transform the constraint optimization to another equivalent equality system to solve.

One of the most difficult problem in optimization algorithm is to find the set of indices where the Lagrange multiplier is non-zero. The set indices is called active-set.

If you are not expert in optimization, leave the work to the algorithm developed by people on this field.

I suggest you to read literature on optimization for more details.

Bruno
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