- #1
sodemus
- 29
- 0
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!
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!