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Minimization - optimization alg. or equation alg.?

  1. Oct 27, 2009 #1
    Hello everybody!
    I guess my question is mainly concerned with numerical algorithms...
    Given a problem of the form
    min w = f(x)
    subject to
    where x is a m x 1 vector, n < m.

    From a numerical standpoint, how can I know whether it is preferably to solve it by setting up the Lagrangian and solve the resulting system of m + n non linear equations with appropriate algorithms OR to implement an appropriate algorithm to solve the minimization problem directly? As far as my particular problem goes, let's say n = 2 and m = 25.

    Any help is more than appreciated!
  2. jcsd
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