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Software to solve Nonlinear Systems (ineq and eq)

  1. Jan 14, 2013 #1
    Hi everyone,

    I've got an optimisation/computing question. I have a system of nonlinear equalities and inequalities, which I've written below for reference. It's the conditions for a minimiser of a Karush-Kuhn-Tucker problem. Would anyone be kind enough to explain how I could use software to compute the solution? I've never really used matlab or maple which I assume might be able to do that. A second best would be computing the solution to the original problem, which I've also posted.

    Ideally I would like to compute solutions to these, which I hope are the KKT conditions for a minimiser




    [itex]s_{1},s_{2} \geq 0[/itex]
    [itex]\mu_{1},\mu_{2} \geq 0[/itex]


    If that seems a bit unlikely or difficult a second best would be just computing the solution to the original problem which is:

    minimise [itex]s_{1}^{2}+s_{2}^{2}[/itex]
    such that

    Many thanks,

  2. jcsd
  3. Jan 16, 2013 #2
    Anyone? Thoughts appreciated!
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