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

  1. Sep 29, 2014 #1
    I have an optimization where I'd like to express the idea that some of my parameters cannot equal a certain value

    e.g.... [tex] max \ f(x) = ... [/tex] s.t. [tex] x_3 \neq 1 [/tex]

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

    Thanks.
     
  2. jcsd
  3. Sep 29, 2014 #2

    pasmith

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    What you are doing there is best described as restricting the domain of [itex]f[/itex] rather than putting a constraint on [itex]x[/itex]. You just have to extremize [itex]f[/itex] in the ordinary way and reject any maximum which has [itex]x_3 = 1[/itex].
     
  4. Sep 29, 2014 #3
    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!
     
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