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Linear optimization problem.

  1. Mar 11, 2009 #1
    First let me clarify this is not a homework question.
    This part has cropped up as part of a small project i am doing on Cosmic microwave background.

    How would i go about minimizing the function

    f(x[tex]_{1}[/tex],x[tex]_{2}[/tex]....x[tex]_{n}[/tex])=[tex]\Sigma[/tex]*x[tex]_{i}[/tex]*a[tex]_{i}[/tex]

    subject to the constraint:
    [tex]\Sigma[/tex] x[tex]_{i}[/tex]*(2*i+1)=constant


    a[tex]_{i}[/tex] are constants
     
  2. jcsd
  3. Mar 11, 2009 #2

    mathman

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    Science Advisor
    Gold Member

    Use Lagrange multipliers. See Wikipedia (or other Google reference) for tutorial.
     
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