Linear optimization problem.

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
 

mathman

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

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