If I have to minimize a function with 2 variables (f(x,lamda))and I have a condition on one of these 2 variables(lamda>=0), how can I find this variable (lamda)? thank u

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Hiba Bawab 2012-11-7

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 minimize(((3.5*log((((1.2* x)+1))/log(2))))-lamda*((((1/(1^2)*x))-10)));
%             subject to 
%            lamda>=0;

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Answer 1

Harshit 2012-11-7

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Hi Hiba, You can use an iterative method. Start with lambda. Differentiate your equation with lambda. Change lambda on the basis of sign of derivative until you get zero derivative. Ofcourse it will change with x.

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Harshit 2012-11-7

Sorry you also have to use lagrange multiplier

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Answer 2

Hiba Bawab 2012-11-7

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Hi Harshit, thank u , lamda is already a Lagrange multiplier for a first constraint when the others constraints will be included later . for the first step , I should only minimize the function subject to lamda >=0 ; It's a case of dual decomposition method and this is the first step of this method .

I will try iterative method .