Dear all,(adsbygoogle = window.adsbygoogle || []).push({});

Consider the system given by : http://www.freeimagehosting.net/image.php?53f7eed9ce.jpg

where we are trying to solve for s and gamma using Newton's method. It turns out to be a simple implementation. Now, what if we need to impose an inequality constraint on the solution s : one of the form norm(s) <= 1 .

Is there a simple way to proceed by modifying a little bit the initial system? Or do we have to reformulate the problem using Lagrange multipliers or other similar methods? Many thanks for your input

Sincerely

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# Newton's method with inequality constraint

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