How do i write the code of lagrange multiplier in lagrange function?

How do i write the code of lagrange multiplier in lagrange function ? Because the lagrange multiplier is a varible ,like x,y,z.not a random value,so for example,the function i want to optimize is as below
lagrange.PNG
then how do i write the matlab code of lagrage multiplier ? because there are lots of a_k and b_k,and they all should be calculated,so i can't just use "rand" to produce them.
Does anyone know how to write the code of this? or is there any reference i can refer?

 采纳的回答

Hi,
here is an example, which you can use to learn how you can tackle this problem in Matlab:
Best regards
Stephan

1 个评论

I beg to differ. That link didn't lead to a solution for dealing with nonlinear constraints in langrange multipliers. Please show me one when you find it.

请先登录,再进行评论。

更多回答(0 个)

类别

帮助中心File Exchange 中查找有关 Nonlinear Optimization 的更多信息

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by