From mboxrd@z Thu Jan 1 00:00:00 1970 Return-Path: Received: (qmail 26448 invoked by alias); 7 Jun 2002 13:46:27 -0000 Mailing-List: contact gsl-discuss-help@sources.redhat.com; run by ezmlm Precedence: bulk List-Subscribe: List-Archive: List-Post: List-Help: , Sender: gsl-discuss-owner@sources.redhat.com Received: (qmail 26399 invoked from network); 7 Jun 2002 13:46:25 -0000 Received: from unknown (HELO aspasie) (160.228.202.103) by sources.redhat.com with SMTP; 7 Jun 2002 13:46:25 -0000 Received: from aspasie ([127.0.0.1] helo=rip.ens-cachan.fr) by aspasie with esmtp (Exim 3.35 #1 (Debian)) id 17GK29-0005dN-00; Fri, 07 Jun 2002 15:44:05 +0200 Message-ID: <3D00B8A3.1040006@rip.ens-cachan.fr> Date: Fri, 07 Jun 2002 14:06:00 -0000 From: Emmanuel Vazquez User-Agent: Mozilla/5.0 (X11; U; Linux i586; en-US; rv:1.0.0) Gecko/20020529 X-Accept-Language: fr, en MIME-Version: 1.0 To: sliwa@euv-frankfurt-o.de CC: gsl-discuss@sources.redhat.com Subject: Re: Constrained minimization and maximization of a function References: Content-Type: text/plain; charset=windows-1252; format=flowed Content-Transfer-Encoding: 7bit X-SW-Source: 2002-q2/txt/msg00229.txt.bz2 Message-ID: <20020607140600.IYzCNRsx3zP2uyOKP-OgOa91aEF9-gB9LahnkPrm2RA@z> Viadrina wrote: >Hi, is someone working on constrained minimization of a function? > A first solution would be to consider using the Lagrangian / KT techniques but often it suffices to consider modifing the cost function in order to constrain parmeters, typically, a quadratic cost...