Express Langrange constraint that an expression*cannot* equal a value

[X89codered89X]

I have an optimization where I'd like to express the idea that some of my parameters cannot equal a certain value

e.g... max \ f(x) = ... s.t. x_3 \neq 1

Is there a standard method to solve this using lagrangian optimization?

Thanks.

 

[pasmith]

What you are doing there is best described as restricting the domain of f rather than putting a constraint on x. You just have to extremize f in the ordinary way and reject any maximum which has x_3 = 1.

 

[X89codered89X]

Ah that is a good point. I had suspected in practice that I would just have to do a rejection like that, but you also gave tasty frontal-lobe-esque reasoning. Thanks!