How do i write the code of lagrange multiplier in lagrange function?

How do i write the code of lagrange multiplier in lagrange function ? Because the lagrange multiplier is a varible ,like x,y,z.not a random value,so for example,the function i want to optimize is as below
lagrange.PNG
then how do i write the matlab code of lagrage multiplier ? because there are lots of a_k and b_k,and they all should be calculated,so i can't just use "rand" to produce them.
Does anyone know how to write the code of this? or is there any reference i can refer?

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Stephan
Stephan 2019년 1월 24일

1 개 추천

Hi,
here is an example, which you can use to learn how you can tackle this problem in Matlab:
Best regards
Stephan

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Taiwo Fasae
Taiwo Fasae 2021년 10월 12일
편집: Taiwo Fasae 2021년 10월 12일
I beg to differ. That link didn't lead to a solution for dealing with nonlinear constraints in langrange multipliers. Please show me one when you find it.

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질문:

2019년 1월 24일

편집:

2021년 10월 12일

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