Lagrange multipliers on {0,1}

1. Jul 30, 2011

Angelos K

Dear all,

I have an optimization problem with boundary conditions, the type that is usually solved with Lagrange multipliers. But the (many) variables my function depends on can take only the values 0 and 1. Does anyone know how to apply Lagrange multipliers in this case?

I am a physicist, so my background is not the widest.

Thank you in advance!

2. Jul 30, 2011

pmsrw3

Well, you can't use Lagrange multipliers. Presumably there are too many variables to use exhaustive search, i.e. trying all 2n possibilities. In that case one possible solution is to use a Monte Carlo method such as http://en.wikipedia.org/wiki/Simulated_annealing" [Broken].

Last edited by a moderator: May 5, 2017