1. Limited time only! Sign up for a free 30min personal tutor trial with Chegg Tutors
    Dismiss Notice
Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Lagrange multipliers on {0,1}

  1. Jul 30, 2011 #1
    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. jcsd
  3. Jul 30, 2011 #2
    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
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook




Similar Discussions: Lagrange multipliers on {0,1}
  1. Lagrange multipliers (Replies: 3)

  2. Lagrange Multipliers (Replies: 1)

Loading...