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!

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
    g1(x)=0
    :
    :
    gn(x)=0
    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
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook

Can you offer guidance or do you also need help?
Draft saved Draft deleted



Similar Discussions: Minimization - optimization alg. or equation alg.?
  1. Alg. 2 question (Replies: 9)

  2. Alg. 2 Help (Replies: 5)

Loading...