Using Lagrange Multipliers to solve nonlinear system

Mokhtar Bouain

2016 11 11

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Hi all, Please how can I use Lagrange Multipliers to solve the following system? Where x is a vector 4x1, Si is a matrix 4x4 and n=20. (I saved the matrices Si in cell array)

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John D'Errico 2016-11-12

编辑：John D'Errico 2016-11-12

What attached file?

You tell us that q is a 4x1 vector. Who cares what q is? It is never used in the expressions you have posted. You never mentioned what is x though. Is q the same as x?

What are you "solving"? What is J? Are you minimizing something? Maximizing?

Mokhtar Bouain 2016-11-13

Hi, Sorry for these errors, I corrected them. Yes it is about x not q. I aim to minimize the cost function J by finding x (x represents the global minimum). To find x, I want to use the Lagrange Multipliers. Thank you.

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